News&Events

Math-Fi seminar on 6 Mar.

2014.03.02 Sun up
  • Date : 6 Mar.  (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Kazufumi Fujimoto (Osaka University)
  • Title: Expected utility maximization under incomplete information and with Cox-process observations
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Math-Fi seminar on 17 Feb.

2014.02.10 Mon up
  • Date : 17 Feb. (Mon)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Annie Millet  (Université Paris I）
  • Title: On the Richardson acceleration of finite elements schemes for parabolic SPDEs
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Math-Fi seminar on 13 Feb.

2014.02.05 Wed up
  • Date : 13 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takahiro Tsuchiya (University of Aizu)
  • Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients
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Symposium [February 26--28, 2014]

2014.02.04 Tue up
”4th Ritsumeikan-Monash symposium on Probability and Related Fields”
Date: February 26(Wed)–28(Fri), 2014
Place: Room C107, Co-Learning House I, Biwako Kusatsu Campus,　Ritsumeikan University
Program

Math-Fi seminar on 30 Jan.

2014.01.27 Mon up
  • Date : 30 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker: Takafumi Amaba (Ritsumeikan University)
  • Title: A conjecture by Kontsevich and Suhov: unique existence of Malliavin measure.
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Math-Fi seminar on 23 Jan.

2014.01.17 Fri up
  • Date : 23 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 17:30 (50 minute talk 10 minute question time)
  • Speaker: Xiaoming Song (Ritsumeikan University)
  • Title: Backward stochastic differential equations and Malliavin Calculus

Math-Fi seminar on 16 Jan.

2014.01.15 Wed up
The Mathematical Finance seminar will be held on Jan 16th (Thu), 
​which is a joint seminar with the colloquium of mathematical department. 

  • Date: 16 Jan. (Thu) 
  • Place:  Prism House  P 108 
 
  • Time: 16:30 – 17:30 
  • Speaker:  Tai-Ho Wang (City University of New York) 
  • Title: Implied volatility from local volatility: A path integral approach 
  • abstract
 
  • Time: 17:40 – 18:40 
  • Speaker: André Martinez (Università di Bologna)
  • Title： Optimal estimates for the Helmholtz resonator 
  • abstract

Colloquium [January 16, 2014]

2014.01.14 Tue up
January 16, 2014 @P108, 16：30–18:40
— 　16:30 — 17:30　 —　
Tai-Ho Wang (City University of New York)
Title : Implied volatility from local volatility: A path integral approach
abstract
— 　17:40 — 18:40　 —　
André Martinez (Università di Bologna)
Title : Optimal estimates for the Helmholtz resonator
abstract

Math-Fi seminar on 9 Jan.

2014.01.07 Tue up
  • Date : 9 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Tomonori Nakatsu (Ritsumeikan University)
  • Title: Integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE
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Colloquium [December 6, 2013]

2013.12.06 Fri up
December 6, 2013 @WW 7-2, 16：30–17:30
Yasufumi Nitta（Tokyo Institute of Technology）
 

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