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Colloquiums (FM & IMI)

Financial Network and Systemic Risk, Mathematical Study of the Chain Reaction from the Part to the Whole

Hold Date
2018-06-13 16:45~2018-06-13 17:45
Place
IMI Auditorium (W1-D-413), West Zone 1, Ito campus, Kyushu University
Object person
 
Speaker
Kenji NISHIGUCHI (The Japan Research Institute, Limited)

The IMI Colloquium in June
 
Date : Wednesday, 13 June 2018
          16:45-17:45
Place : IMI Auditorium (W1-D-413) (4F, West Zone 1, Kyushu University)
Speaker : Mr. Kenji NISHIGUCHI (The Japan Research Institute, Limited)
 
Title : Financial Network and Systemic Risk, Mathematical Study of the Chain Reaction from the Part to the Whole
 
Abstract :
In this lecture, we discuss mathematics and finances simultaneously for your deeper understanding of both of them. First of all we introduce some historical cases of intersections of mathematics and finances, and as the most important case of 21st century we speak to the Lehmann Shock. To make clear the intrinsic problems of this financial crisis, we define the systemic risk of financial network of which we study mathematical structure in this lecture. We expect that you realize the effectiveness of mathematical formulation, and get better insight of global financial systems as well.
 


IMI Colloquium Report