PROGRAMS AND ACTIVITIES

February  5, 2016

Commercial and Industrial Mathematics Program Calendar

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

 

2016 Feb Mar Apr May Jun Jul Aug 2016 Later Months
[previous period] February to May 2013 [next period]
Date Time Event

Wed Feb 6

5:00 p.m.

Quantitative Finance Seminar

Julien Guyon (Bloomberg)

Stochastic Volatility's Orderly Smiles

Fields Institute, Room 230

Wed Feb 6

6:00 p.m.

Quantitative Finance Seminar

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

Fields Institute, Room 230

Wed Feb 27

6:00 p.m.

Quantitative Finance Seminar

Ulrich Bindseil (European Central Bank)

Central bank liquidity provision, risk-taking and economic efficiency

Fields Institute, Room 230

Tue Mar 19

5:00 p.m.

Industrial Optimization Seminar

Vladimir Mahalec (McMaster University)

Inventory Pinch Algorithms for Gasoline Blending

Fields Institute, Room 230

Tue Mar 19

6:00 p.m.

Industrial Optimization Seminar

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

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

Fields Institute, Room 230

Wed Apr 24

6:00 p.m.

Quantitative Finance Seminar

Sergey Nadtochiy (University of Michigan)

Weak Reflection Principle and Static Hedging of Barrier Options

Fields Institute, Room 230