Apr
8
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue the topic of no arbitrage pricing through g-expectation. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin...
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Apr
1
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue the topic of no arbitrage pricing through g-expectation. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin...
Mar
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss no arbitrage pricing through g-expectation. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang will...
Mar
11
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss the relationship between risk measures and g-expectations. He will also present examples of risk...
Mar
4
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will study the properties of distorted Levy process and try to apply it to acceptability index. Yu-Sin Chang Title...
Feb
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...
Feb
18
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang will report...
Feb
11
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will report the paper ”On Consistent Valuations Based on Distorted Expectations: from Multinomial Random Walks to...
Feb
4
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case and verify each argument in detail. Yu-Sin Chang Title...
Jan
28
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...