Conferences/Workshops/Symposiums

(in which I was involved as an organizing committee member)

Forthcoming events:

July 28-29, 2017: The JAFEE Summer Conference, Chuo University, Ichigaya-Tamachi Campus, Tokyo, Japan.

Past events:

December 19, 2016: Seminar at School of Mathematics and Applied Statistics, University of Wollongong, Australia. (Slides) (References)

September 21, 2016: Systems and Control Seminar, Mechanical & Aerospace Engineering, UCLA. (Slides) (References)

September 26, 2016: Seminar at Laboratory for Information & Decision Systems (LIDS), MIT. (Slides) (References)

September 27, 2016: Seminar; A Model Predictive Control Approach for Pairs Trading Using Multiple Spreads (Slides) (References)

June 21, 2016: gKiban (A) Seminar on Pricing Parisian and Parasian Optionsh (JAFEE ƒfƒŠƒoƒeƒBƒuŒค‹†•”‰๏‹ครƒZƒ~ƒi[E6/21 (‰ฮ) 18ŽžŠJŽn)

6pm—8pm: University of Tsukuba, Tokyo Campus, 2nd Floor, Lecture Room 6 (’}”g‘ๅŠw“Œ‹žƒLƒƒƒ“ƒpƒX•ถ‹ž‹žZŽษ2ŠKu‹`Žบ6) (Access map)

Lecturer: Professor Song-Ping Zhu (Web site)

Head of School, School of Mathematics & Applied Statistics

Faculty of Engineering & Information Sciences

University of Wollongong, NSW 2522, Australia

Title: gPricing Parisian and Parasian options analyticallyh (Abstract)

Sponsored by

Grant-in-Aid for Scientific Research (A): JSPS Grant No. 16H01833, PI: Yuji Yamada (‰ศŠwŒค‹†”๏•โ•‹เ (A) 16H01833, Œค‹†‘ใ•\Žา: ŽR“c —Y“๑)

JAFEE (Japanese Association of Financial Econometrics and Engineering) Derivatives Research Division

December 11-12, 2015: gWorkshop on Systems Management and Controlh

University of Tsukuba, Tokyo Campus, Bunkyo-School Building, Room 120.

Workshop website (in Japanese)

Program & book of abstracts

August 7-8, 2015: The JAFEE Summer Conference, Chuo University, Ichigaya-Tamachi Campus, Tokyo, Japan.

January 23-24, 2015: The JAFEE Winter Conference, University of Tsukuba, Tokyo Campus, Tokyo, Japan.

August 2-3, 2014: The JAFEE Summer Conference, Seijo University, Tokyo, Japan.

January 10-11, 2014: The JAFEE Winter Conference, Keio University, Tokyo, Japan.

August 4-5, 2013: The JAFEE Summer Conference, Meiji University, Tokyo, Japan.

March 18-19, 2013: The JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering, and Statistics, ISM Tachikawa Campus, Tokyo, Japan.

January 26-27, 2013: The JAFEE Winter Conference, University of Tsukuba, Tokyo Campus, Tokyo, Japan.

August 3-4, 2012: The JAFEE Summer Conference, Seijo University, Tokyo, Japan.

March 12-13, 2012: The JAFEE Winter Conference, University of Tsukuba, Tokyo-Campus, Tokyo, Japan.

January 6-7, 2012: Symposium on Developments in Control Theory towards Glocal Control, University of Tokyo, Tokyo, Japan.

March 3-5, 2008: Daiwa Young Researchers' International Workshop on Finance, Kyoto University, Kyoto, Japan.

March 8-10, 2007: Stanford-Tsukuba-WCQF Joint Workshop,  Stanford University, CA, USA.

September 15-16, 2006: Daiwa International Workshop on Financial Engineering, University of Tsukuba, Tokyo, Japan.

March 2-3, 2006: Stanford-Tsukuba Joint Workshop on Financial Engineering and Systems Management, Stanford University, CA, USA (Click here for the Japanese page).