Kyushu University Institute of Mathematics for Industry

The IMI Colloquium in October Report

The IMI Colloquium in October was held on October 17, 2012.
The IMI Colloquium in October
Term structure model for bank risk management
Speaker:Takashi YASUOKA
Graduate School of Engineering Management(MOT), SHIBAURA INSTITUTE OF TECHNOLOGY
Place:Lecture Room L-1 (3F, IMI, Kyushu University)

Dr. Takashi Yasuoka, previously the division chief of Financial Engineering Division, Mizuho Information & Research Institute, gave us his talk about mathematical models for bank risk management. In the first half, he talked about risk management in banks and its general mathematical models. In the last half, he introduced stochastic differential equations and reported his latest results. We had more than 35 participants, including many students. His talk was very interesting because it was shown how mathematical models are used in the real world of finance.

The IMI Colloquium in October Photos.
If you click each image, the big image appears.