2018年度

Math-Fi seminar on 25 Oct.

2018.10.23 Tue up
  • Date: 25 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room


  • Time: 16:30-16:50
  • Speaker: Masahiro Kinuya (Ritsumeikan University)
  • Title: Euler-Maruyama type approximation of stochastic PDEs by orthogonal random variables

  • Time: 16:50-17:10
  • Speaker: Yuta Nakamura (Ritsumeikan University)
  • Title: Approximation of Heston model by a lattice on 3-dimensional Heisenberg group

  • Time: 17:10-17:30
  • Speaker: Yuki Semba (Ritsumeikan University)
  • Title: Polya Urn Binomial Model for Option Price

  • Time: 17:30-17:50
  • Speaker: Tsuyoshi Kinoshita (Ritsumeikan University)
  • Title: Default Contagion with Domino Effect as a Point Process

  • Time: 17:50-18:10
  • Speaker: Shuji Tamada (Ritsumeikan University)
  • Title: Thermodynamic Approach to Whole-Life Insurance: An Evaluation Method of Surrender Risk
 

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