Dynamic Acceptability Indices

Time

-

Locations

E1 034

Systemic Risk

Description

Tao Chen
Title: Dynamic Acceptability Indices
Mr. Tao Chen will discuss the idea of no arbitrage pricing through g-expectation.

Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will summarize the limitations of the previously proposed model and discuss possible solutions.

Marcin Pitera
Title: Multiperiod Portfolio Optimization
Mr. Marcin Pitera will continue the topic of the existence and uniqueness of the solution.

Event Topic

Mathematical Finance, Stochastic Analysis, and Machine Learning

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