Financial/Actuarial Mathematics Wednesday, September 09, 2015, 4:00pm-5:00pm 1360 East Hall Yavor Stoev (UM) Equilibrium with imbalance of the derivative market We investigate the impact of imbalanced derivative markets markets in which not all agents hedge on the underlying stock market. The availability of a closed-form representation for the equilibrium stock price in the context of a comple...

background and aim: one of the most important subjects in the study of suicide is the methods used to it. there are not accurate statistics relating to employed physical methods for suicide in our country. studies conducted in different provinces provided different results. this study aimed to estimate the prevalence of physical methods used in attempted suicides in iran. materials and methods:...

Financial/Actuarial Mathematics Wednesday, August 26, 2015, 3:00pm-4:00pm 1360 East Hall Katsumasa Nishide (Yokohama National University) Heston-Type Stochastic Volatility with a Markov Switching Regime We construct a Heston-type stochastic volatility model with a Markov switching regime to price a plain-vanilla stock option. A semi-analytic solution, which contains a matrix ODE is obtained and...

Inference (prediction) is believed to be a fundamentally important computational function for biological sensory systems. For example, the Bayesian model of sensory (e.g., visual) signal processing postulates that the cortical networks in the brain encode a probabilistic belief about reality. The belief state (modeled as a posterior distribution in the Bayes’ formalism) is updated based on comp...