Apr 2018-Mar 2019

Math-Fi seminar on 27 Sep., 4 Oct. and 11 Oct.

2018.09.25 Tue up
  • Date:  27 Sep. (Thu.), 4 Oct. (Thu.) and 11 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Ying Jiao (Université Claude Bernard Lyon 1)
  • Title: CIR models with jumps
  • Abstract:
​The first one will be on affine interest rate models with Brownian diffusion including CIR and Vacisek models, the second one will start with the jumps and introduce some basic notions about CBI processes, in relation with the general affine jump diffusion models, the third and last part will be the research lecture on the so-called alpha-CIR model.
 

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