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.