数理ファイナンスセミナー

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
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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
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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
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Math-Fi seminar on 12 Sep.

2013.09.06 Fri up
  • Date : 12 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 16:30 – 18:00
  • Speaker:  Jie Zhong (Ritsumeikan University)
  • Title: Wiener chaos expansion and SPDE: introduction
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