Seminars

Math-Fi seminar on 28 Mar.

2013.03.25 Mon up
  • Date: 28 Mar. ( Thu )
  • Place: W.W. 7th-floor
  • Time: 16:30 — 18:00
  • Speaker: Jie-Yen Fan (Monash University)
  • Title: Mimicking Selfsimilar Processes

Math-Fi seminar on 21 Mar.

2013.03.18 Mon up
  • Date: 21 Mar. ( Thu )
  • Place: W.W. 7th-floor, 2nd lab.
  • Time: 16:30 — 18:00
  • Speaker: TRAN Ngoc Khue
  • Title: Introduction to local asymptotic normality (LAN) and local asymptotic mixed normality (LAN) properties
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Math-Fi seminar on 5 Mar.

2013.02.28 Thu up
  • Date: 5 Mar. ( Tue )
  • Place: W.W. 7th-floor, 2nd lab.
  • Time: 16:30 — 18:00
  • Speaker: Shigeki Aida
  • Title: Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces

Math-Fi seminar on 27 Feb.

2013.02.22 Fri up
  • Date: 27 Feb. ( Wed )
  • Place: W.W. 7th-floor
  • Time: 16:30 — 18:00
  • Speaker: Libo Li
  • Title: Introduction to enlargement of filtration and a new decomposition formula
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Math-Fi seminar on 21 Feb.

2013.02.15 Fri up
  • Date: 21 Feb. ( Thu )
  • Place: W.W. 7th-floor
  • Time: 16:30 — 18:00
  • Speaker: Nien-Lin Liu
  • Title: The Fourier estimation method based on discrete Fourier transform

Math-Fi seminar on 16 Feb.

2013.02.14 Thu up
  • Date: 16 Feb. ( Sat )
  • Place: W.W. 7th-floor
  • Time: 19:00 —
  • Speaker: Kaori Okuma
  • Title: Discrete-Time Clark Formula in View of Applications to Finance

Math-Fi seminar on 14 Feb.

2013.02.07 Thu up
  • Date: 14 Feb. ( Thu )
  • Place: W.W. 7th-floor
  • Time: 16:30 — 18:00
  • Speaker: Ngo Hoang Long
  • Title: Approximations of non-smooth integral type functionals of one dimensional diffusion processes

Seminar [January 18, 2013]

2013.01.23 Wed up
Seminar on Analysis
January 18, 2013 @WW 7-2, 16:30–18:00　
Toshihiro Yamada (MTEC & The University of Tokyo)
A Closed-form approximation method for computational finance

Math-Fi seminar on 31 Jan.

2013.01.23 Wed up
  • Date: 31 Jan. ( Thu )
  • Place: W.W. 7th-floor, 2nd lab.
  • Time: 16:30 — 17:30
  • Speaker: Kamae Teturo
  • Title: An easy criterion for randomness

Math-Fi seminar on 18 Jan.

2013.01.15 Tue up
This seminar is co-hosted with the Analysis Seminar.
  • Date: 18 Jan. ( Fri )
  • Place: W.W. 7th-floor
  • Time: 16:30 — 18:00
  • Speaker: Toshihiro Yamada
  • Title: A Closed-form approximation method for computational finance
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