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Financial Risk, Insurance, Econometrics and Stochastic Finance

Welcome to the FinRiskGroup - fortnightly reading group 


AIM: To provide a forum for those interested in aspects of financial mathematics, statistics and stochastic processes to discuss in a relaxed and informal, guided research group discussion. 

  • The meetings will be on a fortnightly schedule and run for 1.5hrs.

This reading group is open to all who would like to participate. The following schedule lays out a proposed reading plan:

Date and Time Location  Book / Paper / Chapter Covered Presenter 

Monday 5th Nov. 2013

TBD

Financial Modelling with Jump Processes

- Rama Condt and Peter Tankov 

Chapter 1. Financial modelling beyond Brownian motion.
Chapter 2. Basic tools .

 TBD
Monday 19th Nov. 2013 TBD

Financial Modelling with Jump Processes

- Rama Condt and Peter Tankov 

Chapter 1.Financial modelling beyond Brownian motion.
Chapter 2. Basic tools .

 TBD
 Monday 3rd Dec. 2013  TBD

Financial Modelling with Jump Processes

- Rama Condt and Peter Tankov 

Chapter 3.Levy Processes Definitions and Properties.

 TBD
 Monday 17th Dec. 2013 TBD

Levy Processes and Infinitely Divisible Distributions

- Ken-Iti Sato

Chapter 1. Basic Examples.

 TBD
 Monday 7th Jan. 2014  TBD   -    -
 -   -   -   -

Page last modified on 21 may 13 13:44