PROGRAMS AND ACTIVITIES

October 21, 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] March to June 2013 [next period]
Date Time Event

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

Tue Jun 4

5:00 p.m.

Industrial Optimization Seminar

Kai Huang (McMaster University)

Benchmarking Non-First-Come-First-Served Component Allocation in an Assemble-To-Order System

Giles Laurier (Capstone Technology)

Industrial Plant Optimization in Reduced Dimensional Spaces

Fields Institute, Room 230

Wed Jun 26

AIMA-The Alternative Investment Management Association

Fields Institute, Room 230