SNS OFFICAL SITE
Meet Your KU Community! (15th December 2023)（終了しました）
12.04(Mon)2023
Welcome to “Meet Your KU Community”! This online networking event is aimed to connect researchers at Kyoto University beyond research areas and faculties.
At our seventh meeting, Dr. Rusudan Kevkhishvili, Senior Lecturer at the Graduate School of Economics, will give a talk titled “Risk Management Using Financial Engineering.”
Individuals and organizations involved in financial activities face different types of risks daily. One important example is credit risk which is concerned with the possibility of defaulting on promised payments. Quantification of this risk is vital for the proper assessment of default probability. In this talk, Rusudan Kevkhishvili will present a novel approach to credit risk analysis by utilizing the last passage time of a stochastic process. Such a process describes the evolution of a random phenomenon, such as firm value, and can provide an efficient tool for risk management. Anyone interested in stochastic processes or the intersection of finance, engineering, and mathematics or simply monitoring the safety of your investment, join us at lunch time!
Date
Friday, December 15th, 2023 12:10–12:55 pm
Venue
Online (Zoom Meeting)
Language
English
Eligibility
Anyone in Kyoto University (and invited guests) is welcome
Registration
Please register from here. 受付は終了しました
Programme
| 12:10 | Introduction |
| 12:10–12:25 | Presentation “Risk Management Using Financial Engineering” by Dr. Rusudan Kevkhishvili |
| 12:25–12:30 | Comments by Dr. David Croydon |
| 12:30–12:50 | Q&A and networking |
| 12:50–12:55 | Updates from KURA |
Speaker
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Rusudan Kevkhishvili Rusudan Kevkhishvili is a senior lecturer at the Graduate School of Economics, Kyoto University. She obtained her doctoral degree in economics from the Graduate School of Economics, Kyoto University. During her doctoral course, she was a JSPS Research Fellow DC2. Her research focuses on stochastic processes and their applications to financial problems such as credit risk analysis and pricing of derivative securities. Specifically, she has been studying the characteristics of diffusion processes and their applications to the modeling of firm defaults as well as the pricing of options and credit default swaps. |
Commentator
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David Croydon David Croydon works in probability theory, with a particular focus on the behaviour of stochastic processes on graphs and fractals. Beyond the mathematical interest in such a topic, many of the models he studies can be related to problems concerning disordered media or complex networks that arise in mathematical physics or computer science, for example. Now based in the Research Institute for Mathematical Sciences, Kyoto University, he is originally from the UK, where he studied at the Universities of Cambridge and Oxford, and subsequently held various positions at the University of Warwick. He is currently a Council Member of the Bernoulli Society for Mathematical Statistics and Probability. |
Contact
Kyoto University Research Administration Center (KURA)
E-mail : ecr＊kura.kyoto-u.ac.jp Please replace ＊ with @
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