Date | December 14th (Fri) 17:10-18:55 |
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Venue | Room 217 on the second floor of Faculty Building 2 |
Speaker |
1. Katsumasa Nishide (Hitotsubashi Univeristy)
|
Title | "Optimal Initial Capital Induced by the Optimized Certainty Equivalent" [Japanese/English] |
Speaker | 2. Toshihiro Yamada (Hitotsubashi Univeristy) |
Title | "Second order discretization of Bismut-Elworthy-Li formula: application to sensitivity analysis" [Japanese/English] |
Organizer | Toshihiro Yamada [Graduate School of Economics] |