Description What is IIT’s place in µç³µÎÞÂë’s technology landscape? Chris Gladwin, the award-winning µç³µÎÞÂë entrepreneur, inventor, and vice chairman and founder of Cleversafe, will give his views on...
SpeakerRuoting GongGeorgia Institute of Technologyhttp://www.math.gatech.edu/users/rgong Description The small-time asymptotic behavior of option prices and implied volatilities for jump-diffusion...
Event Topic Stochastic & Multiscale Modeling and Computation
Kevin Meade, IIT professor of mechanical engineering, will give a short talk on orthotics and prosthetics on Tuesday, February 4, 2014, from 1pm – 1:45pm in the Engineering 1 Auditorium. Lunch will be...
SpeakerBahman AngoshtariOxford Universityhttp://www.maths.ox.ac.uk/people/profiles/bahman.angoshtari Description In this talk, we study the utility maximization problem for assets whose prices are...
The Spring 2014 Career Fair is scheduled from noon – 4 pm on Thursday, January 30, 2014. The Career Management Center (CMC) is announcing some new tools to use at the event: Better Weekdays: A tool...
Description The neutrino physics community faces stark technological tradeoffs between conventional detectors that offer large target volumes but poor resolution, and advanced, high resolution...
SpeakerDuy-Minh DangUniversity of Torontohttp://utoronto.academia.edu/DuyDang Description Pre-commitment mean-variance (MV) criteria are very popular for portfolio optimization problems, due to their...
Description Main reading topics chosen: 2/12 and 2/19, we will read the papers that explain in detail Theorem 1.2.17 in "Lecture notes in algebraic statistics" book. These papers are about...
