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PROGRAMS AND ACTIVITIES

June 19, 2013

Commercial and Industrial Mathematics Program Calendar

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

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2013

2013

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January to April 2013

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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