Backward Stochastic Differential Equation
Dynamic Acceptability Indices and Risk Measures
Description
Mariusz Neieweglowski
Title: Backward Stochastic Differential Equation
Dr. Neieweglowski will start give a presentation about BSDE for pricing and hedging of assets paying dividends.
Tao Chen
Title: Dynamic Acceptability Indices and Risk Measures
Mr. Tao Chen will continue the investigation on the dynamic consistency properties of dynamic acceptability index and dynamic risk measures with process as input.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin will summarize the mathematical representations of systemic risk.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning