PROGRAMS AND ACTIVITIES

September 30, 2014

Commercial and Industrial Mathematics Program Calendar

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

 

2014 Sep Oct Nov Dec Jan Feb Mar 2015 Later Months
September to December 2014 [next period]
Date Time Event

Thu Sep 11

5:00 p.m.

Public Lecture

Robert Aliber

The Source of Financial Crisis

Fields Institute, Room 230

Mon Sep 22

Quantitative Finance Career Day

Fields Institute

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 2

5:00 p.m.

Industrial Optimization Seminar

TBA

Fields Institute, Room 230