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Yuhua Yu, Ph.D. - Head of Quantitative Research, - DRW Trading Group
Feb 18, 2014 - 6:30pm to 7:30pm
Seminar - Life Sciences 129
The central clearing mandate of the 2010 Dodd-Frank law has a fundamental impact on the interest rate swaps market, the most traded OTC derivative. It took the regulators a long time to implement the rule and the mandate didn't take effect until June 2013, with many months, if not years, left... read more
Tue.
2/18/14
Prof. Kaitai Li - Xian Jiaotong University
Feb 18, 2014 - 3:15pm to 4:30pm
Seminar - E1 122
The Drag Functional (Hydrodymamical Force acting on the Boundary) is choosen as objective functional for shape optimization of Navier-Stokes boundary. Since conjiugate gradient methods to compute optimization must do numerical differential for 3D Stress tensor and Gateaux derivative of soluyions of... read more
Tue.
2/18/14
F.R. McMorris - Professor Emeritus, IIT
Feb 17, 2014 - 4:40pm
Department of Applied Math - Colloquia - LS 152
The problem of aggregating the individual preferences of a group of "voters" into a group consensus preference has been studied for many years. Indeed, mathematical investigations of consensus problems go back to the contributions of Borda (1784) and Condorcet (1785), and are still frequently cited... read more
Mon.
2/17/14

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