Lecture Series

Language English
From 2012/08/07 10:30
To 2012/08/07 12:00
PlaceRoom 110, Building No.3, Faculty of Science, Kyoto University
Title Êݸ±¿ô³Ø½¸Ãæ¹ÖµÁ¡ÖQuantitative Risk Management -ÄêÎÌŪ¥ê¥¹¥¯´ÉÍý-¡× Modelling multivariate factor distributions¡Ê¿ÊÑÎÌ¥â¥Ç¥ë¡Ë¡¡
Field Analysis
Other
SpeakersPaul Embrechts
AffiliationETH
Abstract¤³¤³¿ô½½Ç¯¤Ë¤ª¤¤¤Æ¶âÍ»¥ê¥¹¥¯´ÉÍý¤È¤¤¤¦Ê¬Ìî¤ÏµÞ·ã¤ÊȯŸ¤ò¿ë¤²¤Æ¤­¤¿¡£°ìÊý¤Ç¡¢¶áǯȯÀ¸¤·¤¿¥µ¥Ö¥×¥é¥¤¥à½»Âð¥í¡¼¥ó´íµ¡¡¢¥ê¡¼¥Þ¥ó¡¦¥·¥ç¥Ã¥¯¡¢²¤½£¶âÍ»´íµ¡¤Ê¤É¤Î½ÐÍè»ö¤Ë¤è¤ê¡¢¶âÍ»¥ê¥¹¥¯¤òŬÀڤ˴ÉÍý¤·¡¢¶âÍ»µ¡´Ø¤¬½½Ê¬¤Ê»ñËܤÎ;ÎϡʥХåե¡¡¼¡Ë¤ò³Î¼Â¤ËÊÝ»ý¤¹¤ë¤³¤È¤Î½ÅÍ×À­¤¬ºÆǧ¼±¤µ¤ì¤Æ¤¤¤ë¡£Êݸ±¶È³¦¤Ë¤ª¤¤¤Æ¤â¡¢¸½ºß²¤½£¤òÃæ¿´¤Ë¤·¤Æ¥½¥ë¥Ù¥ó¥·¡¼­¶¤Ê¤É¤Î»ñËܵ¬À©¤Ë¤Ä¤¤¤Æ¤Î¹ñºÝŪ¤Ê¸¡Æ¤¤¬¿Ê¤á¤é¤ì¤Æ¤¤¤ë¤¬¡¢¤³¤¦¤·¤¿²ÝÂê¤ËÂн褷¤Æ¤¤¤¯¾å¤Ç¡¢ÄêÎÌŪ¥ê¥¹¥¯´ÉÍý¤Î´ðÁóµÇ°¤È¤½¤ì¤ò»Ù¤¨¤ëµ»½Ñ¤Ï¡¢¥ê¥¹¥¯´ÉÍý¤ËɬÍ×ÉԲķç¤ÊÍ×ÁǤȤʤäƤ¤¤ë¡£
ËֵܹÁ¤Ç¤Ï¡¢¹Ö»Õ¤¬Ãø½ñ¤Î°ì¿Í¤È¤·¤Æ¼¹É®¤·¤¿¡ÖQuantitative Risk Management¡§Concepts, Techniques & Tools¡×¡ÊË®Ìõ¡ÖÄêÎÌŪ¥ê¥¹¥¯´ÉÍý¡Ý´ðÁóµÇ°¤È¿ôÍýµ»Ë¡¡Ý¡×Ìõ¼ÔÂåɽ¡¡Ä͸¶±ÑÆØ¡¢¶¦Î©½ÐÈǡˤʤɤÎÆâÍƤ˴ð¤Å¤¤¤Æ¡¢¶âÍ»¥ê¥¹¥¯´ÉÍý¤ËÍ­ÍѤʻ×ÁÛ¤ä¼êË¡¤Ë¤Ä¤¤¤Æ¾Ò²ð¤¹¤ë¡£¡¡¼õ¹Ö¤ËºÝ¤·¤Æ¡¢³ÎΨ¡¦Åý·×¤Ë¤Ä¤¤¤Æ¤Î´ðÁÃÃ챤¬¤¢¤ë¤³¤È¤¬Ë¾¤Þ¤·¤¤¡£¤µ¤é¤Ë¡¢É¬¿Ü¤Ç¤Ï¤Ê¤¤¤¬¡¢¥Õ¥¡¥¤¥Ê¥ó¥¹¡¢·ÐºÑ³Ø¤Ë¤Ä¤¤¤Æ¤ÎͽÈ÷Ã챤¬¤¢¤ë¤È¤è¤êÎɤ¤Íý²ò¤Î¤¿¤á¤ËÍ­±×¤Ç¤¢¤ë¡£
Linkhttp://gcoe.math.kyoto-u.ac.jp/various/2012hokensugaku.html