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  • Applied Mathematics
Jan
28

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E1 034

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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...

Jan
21

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E1 034

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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...

Jan
14

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E1 034

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Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will discuss a possible one way to extend MINMAXVAR to dynamic case through g-expectation. Yu-Sin Chang Title...

Nov
26

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E1 034

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Dynamic Acceptability Indices and Risk Measures Description Mariusz Neieweglowski Title: Backward Stochastic Differential Equation Dr. Neieweglowski will start give a presentation about BSDE for...

Nov
19

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E1 034

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Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...

Nov
12

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E1 034

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Systemic Risk Description Tao Chen Title: g-Expectation and Dynamic Acceptability Indices Mr. Tao Chen will present left continuity of conditional risk measures via g-expectation and discuss the...

Nov
5

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E1 034

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Systemic Risk Description Tao Chen Title: G-Expectation, g-Expectation and Acceptability Indices Mr. Tao Chen will start to talk about G-expectation. He would also present the progress on dynamic AIs...

Oct
29

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E1 034

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Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will show the proof of time consistency for acceptability indices induced by g-Expectation and extend...

Oct
22

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E1 034

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Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will continue investigating the properties of dynamic acceptability indices induced by g-expectation. Yu...

Oct
10

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E1 034

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CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation...