PROGRAMS AND ACTIVITIES

October 25, 2014

Commercial and Industrial Mathematics Program Calendar

To cooperate with business, enabling technology transfer between mathematical scientists and the information society

 

2014 Oct Nov Dec Jan Feb Mar Apr 2015 Later Months
October 2014 to January 2015 [next period]
Date Time Event

Tue Oct 14

5:00 p.m.

Industrial Optimization Seminar

Tamás Terlaky (Lehigh University)

Optimization Theory and Dynamical Systems : Invariance and Invariance Preserving Discretization Methods

Piyush Grover (Mitsubishi Electric Research Laboratories)

Dynamical systems and optimization: Exploiting structure in nonlinear systems

Fields Institute, Room 230

Fri Oct 31

5:00 p.m.

Quantitative Finance Seminar

Damiano Brigo (Imperial College London)

Nonlinear valuation under credit gap risk, collateral margins, funding costs and multiple curves

Paul Glasserman (Columbia University)

Hidden Illiquidity with Multiple Central Counterparties

Fields Institute

Wed Nov 26

5:00 p.m.

Quantitative Finance Seminar

TBA

Fields Institute

Thu Nov 27

Annual IFID Centre Conference

Fields Institute, Stewart Library

Conference Theme: "Financial and Actuarial Implications of Very Old Age"

Tue Dec 9

5:00 p.m.

Industrial Optimization Seminar

Paul McNicholas (McMaster University)

Mark-John Bruwer (Prosensus)

Rapid development of new products via advanced statistical modeling and optimization

Fields Institute, Room 230

Wed Jan 28

5:00 p.m.

Quantitative Finance Seminar

Paolo Guasoni (Boston University and Dublin City University)

Anna Obizhaeva (University of Maryland)

Fields Institute