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
[previous period] January to April 2013 [next period]
Date Time Event

Thu Jan 17

PRM Training Informational Evening

Fields Institute

Wed Feb 6

5:00 p.m.

Quantitative Finance Seminar

Julien Guyon (Bloomberg)

Stochastic Volatility's Orderly Smiles

Jon Gregory (Solum Financial Partners)

Why CDOs Work

Fields Institute, Room 230

Wed Feb 27

5:00 p.m.

Quantitative Finance Seminar

Mike Lipkin (Katama Trading and Columbia University)

Market turbulence, monetization, and universality

Ulrich Bindseil (European Central Bank)

Central bank liquidity provision, risk-taking and economic efficiency

Fields Institute, Room 230

Thu Feb 28

9:00 a.m.

Short Course on Monetary Policy

Ulrich Bindseil (European Central Bank)

Lecture 1

Fields Institute

Thu Feb 28

1:00 p.m.

Short Course on Monetary Policy

Ulrich Bindseil (European Central Bank)

Lecture 2

Fields Institute

Fri Mar 1

Panel Discussion on Monetary Policy, Liquidity, and Counterparty Risks

Fields Institute, Room 230

Fri Mar 1

9:30 a.m.

Short Course on Monetary Policy

Ulrich Bindseil (European Central Bank)

Lecture 3

Fields Institute

Tue Mar 5

5:00 p.m.

Actuarial Science and Mathematical Finance Group Meeting

Mikhail Zhitlukhin (University of Manchester)

Disorder detection problems for diffusion processes and their applications in finance

Fields Institute, Stewart Library

Thu Mar 14

5:00 p.m.

Actuarial Science and Mathematical Finance Group Meeting

Takashi Shibata (Tokyo Metroplitan University)

Investment timing, debt structure, and financing constraints

Fields Institute, Stewart Library

Tue Mar 19

5:00 p.m.

Industrial Optimization Seminar

Vladimir Mahalec (McMaster University)

Inventory Pinch Algorithms for Gasoline Blending

Dimitrios Varvarezos (Aspen Technology)

Refinery Optimization - Recent Advances in Planning and Blending Operations

Fields Institute, Room 230

Wed Mar 27

5:00 p.m.

Quantitative Finance Seminar

Albert S. (Pete) Kyle (University of Maryland)

Market Microstructure Invariance: Theory and Empirical Tests

Fields Institute, Room 230

Wed Apr 24

5:00 p.m.

Quantitative Finance Seminar

Carol Alexander (University of Sussex)

Nice Moment Swaps

Sergey Nadtochiy (University of Michigan)

Weak Reflection Principle and Static Hedging of Barrier Options

Fields Institute, Room 230