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Oct 26, 2019 - 8:15am to Oct 27, 2019 - 4:00pm
Department of Applied Mathematics - Seminar - RE 104
The Department of Applied Mathematics at Illinois Institute of Technology will serve as host for the 84th Midwest Partial Differential Equations Seminar October 26–27. The conference allows research mathematicians to share recent developments in partial differential... read more
Xiling Zhang, Postdoc, Department of Applied Mathematics, Illinois Institute of Technology
Oct 22, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
This project aims at finding a good approximation for the distribution of the iterated stochastic integrals of length 3. Iterated integrals are the building blocks for constructing higher-order numerical approximations for SDEs, especially the degenerate ones, and yet they are particularly hard (... read more
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Oct 15, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
We study the optimal design of a menu of funds by a manager who is required to use linear pricing and does not observe the beliefs of investors regarding one of the risky assets. The optimal menu involves bundling of assets and can be explicitly constructed from the solution to a calculus of... read more