AIMS/Phimac Seminar Archives, Department of Mathematics & Statistics @ McMaster University

Mar 30/04	Yuriy Kazmerchuk York University	Pricing of derivatives in security markets with delayed response
Mar 23/04	Pedro Goldbaum Princeton University	Existence of Solutions for the Bethe-Ansatz equations for the 1D Hubbard model
Mar 16/04	Alexey Kuznetsov University of Toronto	Unifying three volatility models
Mar 9/04	Daihai He McMaster University	Detecting generalized synchrony: An improved approach
Mar 1/04	Thomas Wolf Brock University	Parallel Computer Algebra at Brock - Sharcnet Seminar
Feb 26/04	Sebastian Ferrando Ryerson Polytechnic University, Toronto	Haar Wavelets Systems for Hedging Financial Derivatives
Feb 24/04	Weidong Tian University of Waterloo	Optimal Portfolio Strategies with Different Constraints: A Unified Treatment
Feb 4/04	Luis Seco University of Toronto	Entropy methods for estimation of investment returns
Jan 20/04	James Robinson University of Warwick	Following fully-developed turbulence using a finite number of point velocity measurements
Jan 13/04	Matheus Grasselli Mathematics & Statistics McMaster University	Indifference pricing for reciprocal affine volatility models
Dec 2/03	Peter Miu Michael G. DeGroote School of Business, McMaster University	Risk Management of a Credit Portfolio and the Pricing of Systematic Credit Risk
Nov 25/03	Stefanella Boatto Mathematics & Statistics McMaster University	Vortex stability: atmospheric modeling and geometry.
Nov 18/03	Dmitry Pelinovsky Mathematics & Statistics McMaster University	Bifurcations and stability of gap solitons in periodic optical lattices
Nov 4/03	Jeffrey Boland RBC Insurance	Some Mathematical and Computational Challenges of Pricing and Hedging Basket Credit Derivatives
Oct 30/03	Yacine Ait-Sahalia Princeton	How Often to Sample a Continuous Time Process in the Presence of Market Microstructure Noise
Oct 21/03	Lin Wang Mathematics & Statistics McMaster University	How Many Periodic Patterns Can Be Stored in Discrete Time Bidirectional Associative Memory Neural Networks
Oct 14/03	Maximo Aguero Granados Universidad Autonoma del Estado de Mexico	Compacton like solitons in Nonlinear Klein Gordon Equations
Sep 30/03	Connell McCluskey Mathematics & Statistics McMaster University	Global Stability for Ordinary Differential Equations
Sep 16/03	Thomas R. Hurd Mathematics & Statistics McMaster University	Mean Variance versus Utility Optimization
Sep 9/03		Organizational Meeting

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