Ritsumeikan University 

Probability and Mathematical Finance Seminar

The seminars announced on this website are organized by the Probability Theory and Mathematical Finance Group at Ritsumeikan University. Please see below for the seminar schedule and details.

Schedule


Seminar: 16:30--18:30, Discussion: 18:30--22:30  (with some meals offered)

       Speaker 1: Gabriel Berzunza Ojeda (University of Liverpool)

       Speaker 2: Ronnie Loeffen  (University of Liverpool)

       Title 1: Fragmentation Process derived from $\alpha$-stable Galton-Watson trees (Lecture 2) (Abstract)

       Title 2: Optimal control of risk processes in insurance  (Lecture 2) (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.

Seminar: 16:30--18:30, Discussion: 18:30--22:30  (with some meals offered)

       Speaker 1: Jie Yen Fan (Monash University)

       Speaker 2: Ju-YI Yen (University of Cincinnati)

       Title 1: Mimicking: Martingales with Matching Marginals (Lecture 2)  (Abstract)

       Title 2: A brief discussion on Brownian motion and related processes with applications (Lecture 2)  (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.

Seminar: 16:30--18:30, Discussion: 18:30--22:30  (with some meals offered)

       Speaker 1: Jie Yen Fan (Monash University)

       Speaker 2: Ju-YI Yen (University of Cincinnati)

       Title 1: Mimicking: Martingales with Matching Marginals (Lecture 2)  (Abstract)

       Title 2: A brief discussion on Brownian motion and related processes with applications (Lecture 2)  (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.

Seminar: 16:30--17:30, Discussion: 17:30--22:30  (with some meals offered)

       Speaker: 田中章博（三井住友銀行）

       Title: Weak approximation for a Black-Scholes type regime switching model (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.

Seminar: 16:30--18:30, Discussion: 18:30--22:30  (with some meals offered)

       Speaker 1: Anna Aksamit（Usydney), 16:30-17:30

       Speaker 2: Hoang Vu (UC Santa Barbara), 17:30-18:30

       Title 1: Introduction to robust finance I  (Abstract)

       Title 2: Heterogenous Macro-Finance Model: A Mean-field Game Approach (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.

Seminar: 16:30--18:00

       Speaker : Anna Aksamit（Usydney)

       Title : Introduction to robust finance II  (Abstract)

Seminar: 16:30--18:00

       Speaker : Anna Aksamit（Usydney)

       Title : Introduction to robust finance II  (Abstract)

Seminar: 15:30--18:30, Discussion: 18:30--22:30  (with some meals offered)

       Speaker 1: Daiki Tagami (Oxford University), 15:30-17:00

       Speaker 2: Hau-Tieng Wu (NYU Courant Institute of Mathematical Sciences), 17:00-18:30

       Title 1: tstrait: a quantitative trait simulator for ancestral recombination graphs  (Abstract)

       Title 2: Statistical Inference for Nonstationary Time Series via Phase-Driven Time-Frequency Analysis (Abstract)

       Note: Dinner will be served to participants as the discussion part covers the dinner time.







 About Ritsumeikan University Probability and Mathematical Finance Seminar

Ritsumeikan University Mathematical Finance Seminar is held every Thursday, 4:30 pm - 6:00 pm (UTC+9) basically. These days we hold this seminar on-sight and via webcast. The following website is Probability Theory and Mathematical Finance Group, Department of Mathematical Sciences, College of Science and Engineering, Ritsumeikan University. 

立命館大学理工学部数理科学科数理ファイナンスグル―プ


How to Join Our Seminar

Send an email to ritsumeikan.probability@gmail.com. After you are approved to join our seminar, you will receive information (including Webinar URL) by email.

 Past Seminars

立命館大学量子ウォークセミナー

立命館大学数理科学科談話会