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Math-Fi seminar on 21 Nov.
2013.11.14 Thu up
Date : 21 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Azmi Makhlouf (University of TUNIS EL MANAR)
Title: Delta and Delta-Gammma hedging error rate with irregular payoffs
Math-Fi seminar on 14 Nov.
2013.11.07 Thu up
Date : 14 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 17:00
Speaker: Ryo Akimoto (Ritsumeikan University)
Title: The Put-Call Symmetry Method by a Higher-Order Scheme
Time : 17:00 – 17:30
Speaker: Tsubasa Inoue (Ritsumeikan University)
Title: Wiener-Hopf Euler-Maruyama Scheme for Stochastic Differential Equations
Math-Fi seminar on 7 Nov.
2013.11.04 Mon up
Date : 7 Nov. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Nobutaka Shimizu (Ritsumeikan University)
Title: Multidimensional Polynomial Euler Products and Lévy Measures
Math-Fi seminar on 24 Oct.
2013.10.19 Sat up
Date : 24 Oct. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Vlad Bally (Universite Paris Est)
Title: Error estimate for Victoir Ninomiya approximation scheme
Math-Fi seminar on 17 Oct.
2013.10.11 Fri up
Date : 17 Oct. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Kengo Kato (University of Tokyo)
Title: Gaussian approximation of suprema of empirical processes
≫ 続きを読む
Math-Fi seminar on 15 Oct.
2013.10.04 Fri up
Date : 15 Oct. (Tue)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Vlad Bally (Universite Paris Est)
Title: Convergence in total variation for the law of functionals on the Wiener space
Math-Fi seminar on 10 Oct.
2013.10.03 Thu up
Date : 10 Oct. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Vlad Bally
(
Universite Paris Est)
Title: Estimate of the distance between two probability densities using Malliavin calculus
Math-Fi seminar on 3 Oct.
2013.09.26 Thu up
Date : 3 Oct. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Yoshio Miyahara (Ritsumeikan University and Nagoya City University)
Title: Evaluation of the scale risk
Math-Fi seminar on 26 Sep.
2013.09.23 Mon up
Date : 26 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 16:30 – 18:00
Speaker: Kazuhiro Yoshikawa (Ritsumeikan University)
Title: Multidimensional Shintani zeta distributions
≫ 続きを読む
Math-Fi seminar on 19 Sep.
2013.09.12 Thu up
Date : 19 Sep. (Thu)
Place: W.W. 7th-floor, 4th lab.
Time : 14:30 – 16:00
Speaker: Dai Taguchi (Ritsumeikan University)
Title: Gaussian bound for the density of Euler scheme
≫ 続きを読む
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