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Applied Mathematics Colloquium Series

Recent Colloquia

Speaker Affiliation Title Date
Matthew Loring University of Washington Indifference Prices, Implied Volatilities and Implied Sharpe Ratios Apr. 20, 2015
Yang Wang Hong Kong University of Science and Technology On Sparse Fouier Transform Apr. 15, 2015
Cyril Imbert Université Paris-Est Créteil A Non-Local Porous Medium Equation Apr. 13, 2015
Songting Luo Iowa State University A Fast Huygens Sweeping Method for Green's Function of Helmholtz Equations in High Frequency Regime Apr. 6, 2015
Donald Richards Penn State University Return Optimization Securities and Other Remarkable Structured Financial Products Mar. 23, 2015
Xinwei Deng Virginia Polytechnic Institute and State Univeristy A Two-Stage Risk Model Building and Evalution in Reject Inference Mar. 9, 2015
Adam Lyon Fermi National Accelarator Laboratory Simulations for Discoveries at Fermilab Mar. 2, 2015
IIT Student   IIT Students Topics Feb. 23, 2015 
Liming Feng University of Illinois at Urbana-Champaign From Shannon's Sampling to Optimal Stopping in Finance Feb. 16, 2015
Christian Houdre Georgia Institute of Techonology On Limiting Distribution of the Length of the Longest Common Subsequence  Feb. 9, 2015
Rakoslav Fulek Columbia University Clustered Planetary Testing Revisited Feb. 2, 2015
Jing Dong Northwestern University Epsilon-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis Jan. 26, 2015
Ronnie Sircar Princeton University Optimal Investment with Transaction Costs and Stochastic Volatility Jan. 21, 2015

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