数理ファイナンスセミナー

Math-Fi seminar on 29 Sep.

2016.09.28 Wed up
  • Date : 29 Sep. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Takafumi Amaba(Ritsumeikan university)
  • Title: Distributional Ito’s formula and regularization of generalized Wiener functionals

Math-Fi seminar on 8 Sep.

2016.09.05 Mon up
  • Date : 8 Sep. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Simona Sanfelici(University of Parma)
  • Title: FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS
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Math-Fi seminar on 25 Aug.

2016.08.23 Tue up
  • Date : 25 Aug. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Yuri Imamura(Tokyo university of science)
  • Title: The Value of Timing Risk
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Math-Fi seminar on 28 Jul.

2016.07.26 Tue up
  • Date : 28 Jul. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Masanori Koyama(Ritsumeikan university)
  • Title: TBA

Math-Fi seminar on 21 Jul.

2016.07.18 Mon up
  • Date : 21 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker:  Naotaka Kajino(Kobe University)
  • Title: 多重Dynkin-Hunt公式による拡散過程の熱核の上方評価とLiouville Brown運動への応用
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Math-Fi seminar on 14 Jul.

2016.07.11 Mon up
  • Date : 14 Jul. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker:  Laurent Denis (Universite de Mans)
  • Title: Chaotic extensions and the lent particle method for Brownian motion
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Math-Fi seminar on 7 Jul.

2016.07.05 Tue up
  • Date : 7 Jul. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Yuuki Ida (Ritsumeikan University) 
  • Title: Generalized Reflection Principle for SABR model

Math-Fi seminar on 16 Jun.

2016.06.13 Mon up
  • Date : 16 Jun. (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Dai Taguchi (Ritsumeikan University)
  • Title: Weak rate of convergence for the Euler-Maruyama scheme with fractional differential drift

Math-Fi seminar on 7 Jun.

2016.06.07 Tue up
  • Date: 7 Jun. (Tue.)
  • Place: W.W. 7th-floor, Colloquium Room
  • Time : 13:00-16:10
  • Speaker: Jim Pitman (University of California, Berkeley),  
  • Speaker: Lancelot James (Hong Kong University of Science and Technology)
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Math-Fi seminar on 19 May

2016.05.17 Tue up
  • Date: 19 May (Thu.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time: 16:30-18:00
  • Speaker: Takafumi Amaba
  • Title: Refining knowledge of Skorokhod integral
 

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