Dynamic Acceptability Indices
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