Kyushu University Academic Staff Educational and Research Activities Database
List of Presentations
Koichi Matsumoto Last modified date:2022.05.12

Professor / mathematics and information / Department of Economic Engineering / Faculty of Economics


Presentations
1. Koichi Matsumoto, Davis Mark, Seiya Goto, Hedging Derivatives with Recalibration and Model Risk in a Multi-period Framework, Finance and Stochastics Seminar (Imperial College London), 2020.01.
2. Koichi Matsumoto, Keita Shimizu, Mean-Variance Hedging of Two-Asset Derivatives with Model Risk, Quantitative Methods in Finance Conference (QMF) 2017, 2017.12.
3. Koichi Matsumoto, Optimal Hedging Strategy in an Uncertain Model, Winter Workshop on Operations Research, Finance and Mathematics 2017, 2017.02.
4. Koichi Matsumoto, Mean-Variance Hedging with Model Risk, Quantitative Methods in Finance Conference (QMF) 2016, 2016.12.
5. Koichi Matsumoto, Maki Ichikawa, Model Risk of two Assets Derivatives, The 47th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (SSS’15), 2015.12.
6. Koichi Matsumoto, Maki Ichikawa, Pricing Derivatives on Two Assets with Model Risk, Quantitative Methods in Finance Conference (QMF) 2014, 2014.12.
7. Koichi Matsumoto, Satoshi Hosokawa, Model Risk in Pricing Interest Rate Derivatives, 8th World Congress of the Bachelier Finance Society, 2014.06.