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Events

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
Mon.
Feb 8
Zhen-Qing Chen, Professor - Department of Mathematics, University of Washington
Feb 18, 2016 - 11:30am to 12:30pm
Department of Applied Mathematics - Colloquia - RE 242
Thu.
Feb 18
Cheng Ouyang - Assistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Feb 22, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Feb 22
Yury Makarychev - Associate Professor, Toyota Technological Institute at Chicago / Department of Computer Science, University of Chicago
Feb 29, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Feb 29
Jonathan Weare, Assistant Professor - Department of Statistics, James Franck Institute, and the college, The University of Chicago
Mar 7, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - E1 102
Mon.
Mar 7
S. S. Iyengar - Ryder Distinguished Professor, - Director, School of Computing and Information Technology, - Florida International University
Mar 10, 2016 - 12:45pm to 1:45pm
Computer Science - Distinguished Lecture Series - Stuart Building 111
The recent advances in cloud computing have substantially changed researchers' understanding of computing hardware/software infrastructure and development methods. This fast transition to cloud computing has enabled a plethora of enterprise services for client use, which has also created new... read more
Thu.
Mar 10
Richard Magin - Distinguished Professor, Department of Bioengineering, University of Illinois at Chicago
Mar 21, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Mar 21
Dan Suciu - Professor of Computer Science and Engineering, - University of Washington
Mar 24, 2016 - 12:45pm to 1:45pm
Computer Science - Distinguished Lecture Series - Stuart Building 111
Suciu considers the following problem: What is the amount of communication required to compute a query in parallel on p servers, over a large database instance? He defines the Massively Parallel Communication (MPC) model, where the computation proceeds in rounds consisting of local computations... read more
Thu.
Mar 24
Hong Wang - Department of Mathematics, University of South Carolina
Apr 4, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Apr 4
Jin Ma - Professor, Department of Mathematics, Director of Mathematical Finance Program, University of Southern California
Apr 11, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Apr 11

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