Dynamic Acceptability Indices

Time

-

Locations

E1 034

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: Systemic Risk
Ms. Yu-Sin Chang will reformulate and discuss the possibility to calibrate default intensity from lending activities in a simple set-up.

Event Topic

Mathematical Finance, Stochastic Analysis, and Machine Learning

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