G-Expectation, g-Expectation and Acceptability Indices

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 induced by g-expectation if time permits.

Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin will share some thoughts regarding the connections between systemic risk, counterparty risk and funding costs.

Event Topic

Mathematical Finance, Stochastic Analysis, and Machine Learning