Conferences - Seminars

  13:00-14:00 MA 12

When does a group virtually admit a faithful C^2 action on the circle? We provide an obstruction using a RAAG. Examples include all (non-virtually-free) mapping class groups, Out(Fn) and Torelli groups. This answers a question by Farb. (Joint work with Hyungryul Baik and Thomas Koberda) Read more about "Obstruction for a virtual C^2 action on the circle"
By Sang-Hyun Kim Seoul National University

Bike to Work 2017 is here! We cordially invite you to participate in this new edition. In May and June, come on campus by bike! Our goal is to beat last year’s record, with 525 participants and a total distance of 131'539 km! In addition to many prizes, participants will get invitations to special events ... Read more about "Bike to work 2017"
  14:15-15:15 CH B3 31

Abstract : Plt pairs play a crucial role in the minimal model theory. It is known that the centre of any plt pair is normal in characteristic zero. On the other hand, this property turns out to fail in positive characteristic. In this talk, I will explain how to construct such examples. This is a ... Read more about "Purely log terminal threefolds with non-normal centres"
By Hiromu Tanaka (Imperial College, London)
  08:00-17:00 BI A0 448

The development of adequate modeling tools for the dynamical evolution of market prices and interest rates is of strategic importance for the financial industry and is at the core of the interests of much academic research. These models are, for example, the first building blocks in the construction of pricing and hedging tools and of ... Read more about "School and Workshop on Dynamical Models in Finance"
By Topic 1:
Polynomial Models in Finance
by Damir Filipovic (EPFL ...
  08:00-17:00 BI A0 448

This conference is the last major event of the program “Stochastic dynamical models in mathematical finance, econometrics, and actuarial sciences”. Some of the top researchers in the fields represented in the semester will present their results. The speakers will cover a wide range of topics including stochastic calculus and processes, continuous and discrete time models ... Read more about "Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences"
By     Speakers list includes:
Hansjoerg Albrecher
Francesco Audrino
Giovanni Barone Adesi ...
  17:15-18:15 BI A0 448

We show the existence of independent random matching of a large population in a continuous-time dynamical system, where the matching intensities could be general non-negative jointly continuous functions on the space of type distributions and the time line. In particular, we construct a continuum of independent continuous-time Markov processes that is derived from random mutation, ... Read more about "Bernoulli Lecture - Continuous-time random matching"
By Darrell Duffie (Stanford University)
  17:15-18:15 Anthropole 1031

Biography Robert Engle, the Michael Armellino Professor of Management and Financial Services at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). Professor Engle is an expert in time series analysis with a long-standing interest in the analysis ... Read more about "Bernoulli Lecture - Systemic Risk with Endogenous Cycles"
By Robert Engle (New York University Stern School of Business)
By Dr. Guillaume Dehaene