Acceptability Indices and g-Expectation
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 such AIs to dynamic case
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin is going to summarize the interactions between systemic risk, funding cost and counterparty risk in the literature.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning