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Event Archive

Samim Ghamami - Quantitative Risk Analysis Section, Reserve Bank Operations and Payment Systems
Feb 8, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
They consider risk-neutral valuation of a contingent claim under bilateral counterparty risk in a reduced-form setting similar to that of Duffie and Huang [1996]. The probabilistic valuation formulas derived under this framework cannot be usually used for practical pricing due to their recursive... read more
Julienne Kabre, Graduate Student - Department of Applied Mathematics, Illinois Tech
Feb 2, 2016 - 1:00pm
Department of Applied Mathematics - Other - RE 242
The Poisson-Nernst-Planck equations are a system of nonlinear partial differential equations that describe flow of charged particles in solution. In particular, the speaker is interested in the transport of ions in the biological membrane proteins (ion channels). This work is about the design of... read more
Ryan Martin, Associate Professor - Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Feb 1, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Statistical methodology has made extraordinary advances in recent years, but the foundations of statistics still are not yet fully developed. In fact, basic questions such as "what is statistical inference?" lack a widely agreed-upon answer. In this talk, the speaker will present a definition of... read more