A Dynamic Model of Central Counterparty Risk
Host Department of Applied Mathematics Speaker Shibi Feng Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We introduce a...
Host Department of Applied Mathematics Speaker Shibi Feng Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We introduce a...
Host Department of Applied Mathematics Speaker Yicong Huang Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description We proposed a nonlinear...
Host Department of Applied Mathematics Speaker Matthew Dixon Stuart School of Business, Illinois Institute of Technology Description The problem of estimating the dimensionality of a model occurs in...
Host Department of Applied Mathematics Speaker Professor Traian Pirvu McMaster University, Canada http://ms.mcmaster.ca/~tpirvu/ Description We investigate a one-period portfolio optimization problem...
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Host Applied Mathematics Description Abstract: The Laplace operator appears in the Navier-Stokes equations, the geophysical flow equations, and the equation for substance transport in fluids. It comes...