[grads] [Sem-coll] Fwd: Applied Math Seminar and Colloquium Monday Oct 30 and Wednesday Nov 1

[trekvana at aol.com]

Please join us for next Monday's and next Wednesday's talks. We will have 
refreshments 10-15 minutes before the talks.
 
1. AM Colloquium: Monday, Oct 30 4:35pm, E1 106, Micheal Pelsmajer
2. AM Seminar: Wednesday, Nov 1 4:30, E1 106, Roger Lee
 
For further information see http://math.iit.edu/academics/sem_coll.html 
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1. AM Colloquium: Monday, Oct 30 4:35pm, E1 106, Micheal Pelsmajer
 
Speaker: Micheal Pelsmajer (IIT Applied Mathematics) 
Title: Crossing numbers of graphs 
 
Abstract: Graph drawing considers ways to nicely imbed graphs on the plane or 
other surfaces. The first thing that one tries to avoid is having two 
edges cross. When that is not possible, one tries to minimize the 
number of crossings in a drawing. Our approach to this problem has 
been through rotation systems, that is, the clockwise ordering of edges 
at each vertex. 
 
During this talk everything will be introduced from scratch; no 
knowledge of graph theory will be assumed. The talk will include some 
remarkably easy algorithmic proofs of classic theorems such as the 
Hanani-Tutte Theorem: 
 
If a graph can be drawn in the plane such that every two edges cross an 
even number of times, then it can be redrawn with no crossings at all. 
 
Joint work with Marcus Schaefer and Daniel Stefankovic 
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2. AM Seminar: Wednesday, Nov 1 4:30, E1 106, Roger Lee
 
Speaker: Roger Lee (University of Chicago) 
Title: Hedging Variance Options on Continuous Semimartingales
 
Abstract: Variance swaps, which pay the realized variance of [the returns on] an underlying price process, have become a leading vehicle for managing volatility exposure. Variance options -- calls and puts on realized variance -- represent the next step in the development of tools for volatility trading.

Assuming only that the underlier is a positive continuous semimartingale, we model-independently superreplicate variance options and forward-starting variance options, by dynamically trading the underlier, and statically holding European options.

Joint work with Peter Carr. 

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