Nov
2
Copulas for semimartingale with positive jumps
Event Topic Graduate Student
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Oct
31
Stochastic Stability of Variable Speed Machining
SpeakerN. Sri NamachchivayaDirector, Nonlinear Systems Group, Aerospace Engineering Dept., UIUChttp://people.ae.illinois.edu/navam/ Description This talk will address the suppression of machine tool...
Oct
28
New Results in Graph Packing
Description Several basic problems in graph theory can be stated as packing problems. Let G 1 and G 2 be graphs of order at most n, with maximum degree Δ 1and Δ 2, respectively. We say that G 1 and G...
Oct
26
Two-Stage Iterative Method
Event Topic Graduate Student
Oct
26
Math Outside of School
Description Math and teaching. The two go hand in hand, and indeed many math majors go on to scholastic careers. However, there are non-academic positions which require an undergraduate mathematics...
Oct
25
Valuation and hedging of convertible bonds in the standard market model
SpeakerStephane CrepeyMathematics Department, Evry University, Evry, Francehttp://grozny.maths.univ-evry.fr/pages_perso/crepey/ Description We construct a Markovian set-up that specifies the standard...
Oct
20
Biomedical Engineering at IIT - Opportunities for Mathematical Approaches
Description The Department of Biomedical Engineering has been established since 2000. It currently has 10 tenure track faculty members, two research faculty , 29 doctoral students and approximately...
Oct
19
On Maximal Markovian Couplings
Event Topic Graduate Student
Oct
10
Bounds and comparisons of quasi-Monte Carlo methods in option pricing
Description Complex option pricing problems often require some form of high-dimensional numerical integration. Monte Carlo (MC) methods are often used in these cases to avoid problems of...
Oct
5
Distribution and White Noise
Event Topic Graduate Student