Presentation Name: Random functional analysis and its applications to mathematical finance
Presenter: 郭铁信 教授
Date: 2017-06-03
Location: 光华东主楼1801
Abstract:

Random functional analysis can be regarded as functional analysis based on random normed modules,random inner product modules and random locally convex modules.In the report,we first presents a brief introduction to random functional analysis,and then we  give its applications to the theory of dynamic risk measures and dynamic optimal portfolios.

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Annual Speech Directory: No.113

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