数理ファイナンスセミナー

Math-Fi seminar on 19 May

2017.05.18 Thu up
  • Date: 19 May (Fri)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Hideo Nagai (Kansai univ.)
  • Title: Large deviation control arising from downside riskminimization against a benchmark
  • abstract: 

Math-Fi seminar on 11 May

2017.05.10 Wed up
  • Date: 11 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tatsuki Akiyama, Arturo Kohatsu-Higa and Takuya Nakagawa
 

Math-Fi seminar on 20 Apr.

2017.04.18 Tue up
  • Date: 20 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Kazuhiro Yoshikawa (Ritsumeikan univ.)
  • Title: TBA
 

Math-Fi seminar on 13 Apr.

2017.04.13 Thu up
  • Date: 13 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Keita Owari (Ritsumeikan univ.)
  • Title: A Komlós-Type Result in Dual Orlicz Spaces
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Math-Fi seminar on 6 Apr.

2017.04.05 Wed up
  • Date: 6 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tomonori Nakatsu(Ritsumeikan univ.)
  • Title: Some properties of density function on maxima of one-dimensional diffusion processes.
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Math-Fi seminar on 16 Mar.

2017.03.13 Mon up
Date : 16 Mar. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30-18:00
Speaker: Tomooki Yuasa (Ritsumeikan university)
Title: Importance sampling for parametrix simulation method

Math-Fi seminar on 10 Mar.

2017.03.06 Mon up
  • Date : 10 Mar. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Benjamin Poignard (Paris Dauphine University)
  • Title: Penalized M-estimators and the Sparse Group Lasso case: theory and applications.
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Math-Fi seminar on 2 Mar.

2017.03.01 Wed up
Date : 2 Mar. (Thu.)
Place: W.W. 6th-floor, Colloquium Room
Time : 16:30–18:00
Speaker: Takafumi Amaba (Ritsumeikan university)
Title: Small review of Sato’s theory and future work 

Math-Fi seminar on 24 Feb.

2017.02.21 Tue up
  • Date : 24 Feb. (Fri.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Atsushi Takeuchi (Osaka city university)
  • Title: Malliavin calculus for marked Hawkes processes
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Math-Fi seminar on 26 Jan.

2017.01.25 Wed up
  • Date : 26 Jan. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Keiichi Hori (Ritsumeikan University)
  • Title: Dynamic Contract and Discretionary Termination Policy under Loss Aversion
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