Colloquia and Seminars

These talks are generally announced via mailing lists. (Subscribe by clicking on the Applied Math Colloquium/Seminar, the Mathematical Finance and Risk Management Seminar, the Meshfree Methods seminar, and the Discrete Applied Mathematics Seminar.)

 

Applied Mathematics Colloquia Fall 2007
Date & Time Location Title
Monday, Aug 27
4:40pm
E1 106 Jia-an Yan (Institute of Applied Mathematics Beijing, China)
Risk Measures with Comonotonic Subadditivity and Respecting Stochastic Orders
Thursday, Sept 6
4:40pm
E1 122 Qiang Du (Penn State University)
Centroidal Voronoi Tessellations: Concept, Algorithms and Applications
Monday, Sept 10
4:40pm
E1 106 Marek Rutkowski (University of New South Wales)
Static Replication of Univariate and Bivariate Claims with Applications to Realized Variance Swaps
Monday, Sept 17
4:40pm
E1 106 John Neuberger (University of North Texas)
Monday, Sept 24
4:40pm
E1 106 Peter Kritzer (University of Salzburg, Austria)
Sequences, Subsequences, and Discrepancy
Tuesday, Oct 2
4:40pm
E1 244 Milan Bradonjic (University of California - Los Angeles)
Combinatorial Analysis of Geographical Threshold Graphs
Monday, Oct 8
4:40pm
E1 106 Frederi Viens (Purdue University)
Applications of Malliavin Calculus to Random Field Regularity, to Fractional Brownian Integration, and Beyond.
Monday, Oct 15
4:40pm
E1 106 Amos Ron (University of Wisconsin-Madison)
Wavelet Representations in High Dimension: Doing it the Right Way
Tuesday, Oct 16
4:40pm
E1 122 Navin Singhi (Tata Institute of Fundamental Research - India)
Projective Planes
Monday, Oct 22
4:40pm
E1 106 Monique Jeanblanc (Universiti d'Evry Val d'Essone - France)
Initial times, enlargement of filtration and credit risk
Thursday, Oct 25
4:40pm
E1 122 Philip Calabrese (Data Synthesis)
Applying Mathematics in the Real World
Monday, Oct 29
4:40pm
E1 106 Jie Shen (Purdue University)
Modeling and simulation of multiphase incompressible flows using an energetic variational phase field model
Monday, Nov 5
4:40pm
E1 106 Stephane Crepey (University of Evry, France)
About the pricing equation in finance
Monday, Nov 12
4:40pm
E1 106 Erhan Bayraktar (University of Michigan)
On the Finite Horizon American Option Pricing Problem: A Proof of Smoothness and an Expontentially Fast Converging Scheme
Monday, Nov 19
4:40pm
E1 106 Ryan Martin (Iowa State University)
The Edit Distance in Graphs
Monday, Nov 26
4:40pm
E1 106 Jacek Jakubowski (University of Warsaw)
Pricing of defaultable bonds in the model with rating migration induced by Cox process
 
Applied Mathematics Seminars Fall 2007
Date & Time Location Title
Friday, October 12,
3:00 pm
E1 103 Sergei Orlov (Stanford University)
Error Correcting Sparse Permutation Channel Codes for Digital Holographic Data Storage
Tuesday, Nov 20
4:40 pm
E1 244 Ryan Martin (Iowa State University)
Computing Edit Distance
 
Mathematical Finance Seminars Fall 2007
Date & Time Location Title
Wednesday, Sept 5
4:40 pm
E1 106 Marek Rutkowski (University of New South Wales)
Implied Volatility: Basic Properties and Behavior Close to Expiry
Monday, Nov 12
4:40pm
E1 106 Erhan Bayraktar (University of Michigan)
On the Finite Horizon American Option Pricing Problem: A Proof of Smoothness and an Expontentially Fast Converging Scheme
 
Stochastics and Computation Seminars Fall 2007
Date & Time Location Title
Monday, Aug 27
4:40pm
E1 106 Jia-an Yan (Institute of Applied Mathematics Beijing, China)
Risk Measures with Comonotonic Subadditivity and Respecting Stochastic Orders
Thursday, Sept 27
4:40 pm
E1 123 Jeffrey Weiss (University of Colorado, Boulder)
Coherent Structures in Geophysical Turbulence
Tuesday, Oct 2
4:40pm
E1 244 Milan Bradonjic (UCLA)
Combinatorial Analysis of Geographical Threshold Graphs
Monday, Oct 8
4:40pm
E1 106 Fredei Viens (Purdue University)
Applications of Malliavin Calculus to Random Field Regularity, to Fractional Brownian Integration, and Beyond.
Monday, Oct 29
4:40pm
E1 106 Jie Shen (Purdue University)
Monday, Nov 12
12:45 pm
E1 129 Aijun Du (IIT Graduate Student)
Deviation, Ergodicity, and Reduction for Stochastical Dynamical Systems
Monday, Nov 26
12:45 pm
E1 129 Hongjun Gao (Nanjing Normal Univserity, China)
Exponential Stability for a Hyperbolic Thermoelastic Contact Problem
 
Discrete Applied Mathematics Seminars Fall 2007
Date & Time Location Title
Friday, Sept 14
3:00 pm
E1 103 Marcus Schaefer (DePaul University)
Crossing Numbers and Parameterized Complexity
Friday, Sept 21
3:00 pm
E1 103 Michael Pelsmajer (IIT Applied Mathematics)
Dominating Sets in Triangulations
Tuesday, Oct 2
4:40pm
E1 244 Milan Bradonjic (UCLA)
Combinatorial Analysis of Geographical Threshold Graphs
Friday & Saturday, Oct 5-6
9am-6pm
Depaul Loop Campus AMS Session on Graph Theory
Tuesday, Oct 16
4:40pm
E1 122 Navin Singhi (Tata Institute of Fundamental Research India)
Projective Planes
Friday, Nov 2
2:00 pm
E1 103 Jonathan Beagley & Kevin Ventullo (IIT Applied Math undergrads)
Two Short Talks: Minimum Semidefinite Rank of Graphs & "Silver Cubes"
Friday, Nov 9
3:00 pm
E1 103 Kathryn Nyman (Loyola University-Chicago)
Descent algebras, rising sequences, and a good card trick done poorly, if at all
Monday, Nov 19
4:40pm
E1 106 Ryan Martin (Iowa State University)
The Edit Distance in Graphs
Tuesday, Nov 20
4:40 pm
E1 244 Ryan Martin (Iowa State University)
Computing Edit Distance
 
Last updated by jmillham AT iit DOT edu on 1/25/08