数理ファイナンスセミナー

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

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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Math-Fi seminar on 10 Jan.

2013.01.07 Mon up
  • Date: 10 Jan. (Thu)
  • Place: W.W. 7th-floor
  • Time: 16：30 — 18：45
  • Speaker: Yasushi Ota,   Atsushi Takeuchi
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Math-Fi seminar on 13 Dec.

2012.12.07 Fri up
  • Date: 13 Dec. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Hongwei Long
  • Title: Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions
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Math-Fi seminar on 6 Dec.

2012.11.30 Fri up
  • Date: 6 Dec. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Mireia Besalu Mayol
  • Title: Fractional Brownian motion and stochastic differential delay equations with non-negativity constraints

Math-Fi seminar on 29 Nov.

2012.11.21 Wed up
  • Date: 29 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Takafumi Amaba
  • Title: On the monotonicity of $\mathcal{L}_{0}$-cost along backward heat flow( continuation ).
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Math-Fi seminar on 20 Nov.

2012.11.14 Wed up
  • Date: 20 Nov. (Tue) 16:30 — 18:00
  • Place: the 3rd lab., W.W. 7th-floor
  • Speaker: Hideo Nagai
  • Title: Robust estimates of certain large deviation probabilities for controlled semi-martingales.
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Math-Fi seminar on 15 Nov.

2012.11.12 Mon up
  • Date: 15 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor 
  • Speaker: Yuri Imamura
  • Title: Static Hedge of Defaultable Derivative

Math-Fi seminar on 8 Nov.

2012.11.06 Tue up
  • Date: 8 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor 
  • Speaker: Ngo Hoang Long
  • Title: Central limit theorems for Euler approximation of SDE
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