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Jinyu Huang - IIT
Nov 13, 2014 - 3:15pm
Applied Mathematics - Seminar - E1 241
Abstract: Matroids are a mathematical structure that generalize the linear independence in vector spaces and acyclic subgraphs in graphs, and have been applied in combinatorial optimization and discrete math. In the matroid secretary problem, a matroid M is given and an adversary assigns a... read more
Francisco Hernandez
Nov 12, 2014 - 11:45am to 12:40pm
Applied Mathematics - Seminar - E1 242
Abstract: We develop a boundary integral method for computing the forces on a spherical particle in an unsteady viscoelastic flow. We establish a boundary integral equation (BIE) in the Fourier domain using a correspondence principle between Stokes flow and linear ... read more
Marek Rutkowski - University of Sydney
Nov 10, 2014 - 5:00pm to 6:25pm
Applied Mathematics - Colloquia - E1 104
Abstract: Bielecki and Rutkowski (2014) introduced and studied a generic nonlinear market model, which includes several risky assets, multiple funding accounts and margin accounts. In this talk, we examine the pricing and hedging of contract both from the perspective of the hedger and the... read more