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Event Archive

Monique Jeanblanc - Département de Mathématiques, Université d'Evry Val d'Essonne
Nov 6, 2017 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We study, in a discrete time setting, the enlargement of filtration problem. We consider martingales in some filtration \(\mathbb{F}\), and we introduce a larger filtration \(\mathbb{G}\). We show that the martingale property in the \(\mathbb{G}\) filtration is, in general, lost, and we study the... read more
Igor Cialenco - Department of Applied Mathematics, Illinois Institute of Technology
Oct 31, 2017 - 12:40pm to 1:35pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 032
We proposed a nonlinear arbitrage-free pricing theory, which arises in a natural way when accounting for salient features of real-world trades such as: trading constraints, differential funding costs, collateralization, counterparty credit risk and capital requirements. We introduce the notion of... read more
Sumanta Acharya - Department of Mechanical, Materials and Aerospace Engineering, Illinois Institute of Technology
Oct 24, 2017 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Robert A. Pritzker Science Center, Room 129
Film Cooling in Gas Turbines—Exploring Physics and Uncertainties Modern gas turbine airfoils are subject to gas temperatures in excess of 30000 F that are well above the material limits for reliable operation. The airfoils have to be therefore actively cooled to prevent engine failure. Film cooling... read more