数学系学术报告

发布时间: 2017-07-17 02:35:21 浏览次数: 1406 供稿:数学系

演讲人:Hu Bei 教授(University of Notre Dame, USA)

讲座时间:2017-07-18 15:00:00

讲座地点:信息楼343室

讲座内容

报告题目:A PDE Free Boundary Problem for Corporate Bond with Credit Rating Migration

报告摘要:: A free boundary model for pricing a corporate bond with credit rating migration is studied. Some interesting properties as well as numerical examples will be presented. In particular, we have found a asymptotic traveling wave solution to this problem.

演讲人简介