Math-Finance seminar

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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Math-Fi seminar on 19 Jan.

2017.01.18 Wed up
  • Date : 19 Jan. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Tetsuya Takabatake (Osaka University)
  • Title: Statistical Inference for Fractional Stochastic Volatility Model

Math-Fi seminar on 15 Dec.

2016.12.13 Tue up
  • Date : 15 Dec. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Izumi Okada(Tokyo Institute of Technology)
  • Title: 2次元整数格子上のランダムウォークの局所時間と対応するガウス場の関係性について

Math-Fi seminar on 8 Dec.

2016.12.07 Wed up
  • This seminar is canceled. 

Math-Fi seminar on 24 Nov.

2016.11.21 Mon up
  • Date : 24 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Reiichiro Kawai (Sydney)
  • Title: Computable Bounding Functions for Expectation, Boundary Value and Obstacle Problems
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Math-Fi seminar is on 17 Nov.

2016.11.16 Wed up
  • Date : 17 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Yunxuan Liu (Monash University)
  • Title: TBA

Math-Fi seminar on 3 Nov.

2016.10.31 Mon up
  • Date : 3 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Paul-Eric Chaudru de Raynal (Savoie)
  • Title: Regularization by noise : degenerate and McKean-Vlasov cases.
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Math-Fi seminar on 27 Oct.

2016.10.26 Wed up
  • Date : 27 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker:Lewis Ramsden (Liverpool university)  
  • Title: TBA

Math-Fi seminar on 20 Oct.

2016.10.14 Fri up
  • Date : 20 Oct. (Thu.) 
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Johannes Ruf (LSE) 
  • Title: Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps 
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