Program

August 27
Time  Speaker Title
 9:30-9:45     Opening Address
 9:45-10:30  Chen Nan An Optimization View of Financial Systemic Risk Modeling:
The Network Effect and the Market Liquidity Effect
 10:30-11:15 Kazuhiro Yasuda On Classical and Restricted Impulse Stochastic Control for the Exchange Rate
 11:15-12:00 Hitoshi Hayakawa Monetary Asset Bubble
 12:00-13:30 Lunch Break         
 13:30-14:15 Kazutoshi Yamazaki Parisian reflection and applications in insurance and credit risk
 14:15-15:00 Lingfei Li Error Analysis of Finite Difference and Markov Chain Approximations for Option Pricing
 15:00-15:15 Break
 15:15-16:00 Sebastian Jaimungal  Mean-Field Games and Systemic Risk with Ambiguity Aversion
 16:00-16:45 Christopher Ting Fully Model-Free Approach to the Term Structures of Financial Uncertainties
 16:45-17:30 Tomonori Nakatsu An integration by parts type formula for stopping times and its application


August 28
 10:00-17:00  Reports and discussions on recent developments
on the analysis of capital markets with model uncertainty
 17:00-17:15  Closing Address