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Calendar, Fall 2005 - Spring 2006
Monday, April 24, 3:30-4:30 PM, KAP249
Victor L. Piterbarg, Quantitative Finance Analyst,
Bank of America Securities
Title: Modeling Credit Derivatives: A Practitioner's View
Abstract:
Credit derivatives are financial instruments that allow one to take a
view on the credit risk associated with one or more reference assets.
The market for these products is relatively recent -- first credit
derivatives only begun trading in the mid-1990's. The relative novelty
of these products, along with some unique features, provide for some
interesting challenges in terms of constructing models for pricing them.
In this talk, I will discuss some pragmatic approaches, currently used
in practice, for modeling and pricing credit derivatives.
Friday, April 21, KAP 249 3:30-4:30 PM
Muhammet Ali Can, Jet Propulsion Laboratory
California Institute of Technology
Title: Quantum Computation: An Introduction
Wednesday, March 29, 2006, KAP 265, 3:30-4:30 PM
SIAM Chapter Tutorial Series
Igor Cialenco , USC
Title: How to make a presentation using LATEX
Abstract:
We will discuss how to make Power Point look presentation
using LATEX environment.
Friday, March 24, 2006, KAP 249, 3:00-4:00 PM
Larry Goldstein , USC
Title:Odds, insurance, and size biasing in a promotional sweepstakes: a case study
Abstract:
The probability of winning a sweepstakes should, in principle, be easy to calculate:
simply take the number of winners and divide by the number of participants. In practice,
however, neither numerator nor denominator may be readily available,
and both may depend on factors which are not under direct control. In particular,
for a case study at hand, the number of participants was estimated based on yearly
projections, and the number of winners determined by insurance, budgetary, and business
considerations in light of a normal approximation with estimated parameters.
Various sampling considerations naturally play a role throughout the analysis.
Under the model, risk assessment amounts to the estimation of the payout
distribution under differing growth scenarios.
This talk should be understandable to anyone with a knowledge of basic undergraduate
statistics who has ever used a credit card.
Wednesday, March 22, 2006, KAP 249, 5:00-6:00 PM
Marios Picas, USC
Title: " Stability for vibrating beam equation with noise
excitations "
Abstract:
We study the almost sure and moment stability of a stochastic
partial differential equation (SPDE), which describes transverse
oscillations of a simply supported beam with multiplicative white
noise in the tension, by calculating the Lyapunov exponent and the
moment Lyapunov function. The stability of the beam depends on the
parameters of the equation, such as tension, the intensity and the
type of the random noise, rigidity of the beam, mass, damping and
initial conditions.
WEDNESDAY, March 8, 2006, 4PM, CALTECH, auditorium Guggenheim 101, with refreshments at 3:30PM (same place)
SIAM(USC) and SIAM(Caltech) Joint Event
Eric Weisstein, Wolfram Resarch Inc., UCLA
MathWorld: Collecting and Communicating Mathematics on the Internet
Summary:
MathWorld is the internet's most popular mathematical resource. Its entries
usually find their way into the top 3 (if not top 1) results returned by a
Google search for any given mathematical term. This talk will provide a survey
of MathWorld, its history, future directions, and the processes through which
it continues to thrive and grow. In addition, the role of the technical
computing environment Mathematica--long instrumental in the creation of the
site--will be discussed.
About the Speaker:
Dr. Eric Weisstein is the creator and author of MathWorld, the award-winning
and most widely accessed online mathematics encyclopedia. He has been with
Wolfram Research's Scientific Information department since 1999. Dr. Weisstein
is a close advisor to the algorithm and interface development teams at Wolfram
Research. One of the world's foremost encyclopedists, Dr. Weisstein has been
compiling scientific facts and explanations for more than 15 years. MathWorld,
his most popular work, is part of Wolfram Research's initiative to collect
detailed mathematical and scientific information and make it available to the
general public. A 1990 graduate of Cornell University (B.A. physics), Dr.
Weisstein holds advanced degrees in planetary astronomy from the California
Institute of Technology (M.S. 1993, Ph.D. 1996).
WEDNESDAY, 2/15/06, 3:30-4:30 PM, KAP 265
SIAM Chapter Tutorial Series
Phillip Saliger, University of Southern California
Matlab Tutorial
MONDAY, 11/21/05, KAP 249, 3:30-4:30 PM
Sundberg Eric, Whittier College
Tic Tak Toe
Abstract:
Almost everyone has played 3X3 tic-tac-toe and knows that it is a draw
game. (But can we prove it's a draw game?) However, what if we play on
a bigger board and have to occupy more than 3 points in a row? What can
we say then? We'll consider tic-tac-toe on an infinite board (the
integer lattice) and allow winning lines to have slopes other than
vertical, horizontal, and slopes -1 and 1. Then we'll give a strategy
that allows the second player to stop all winning lines of a certain
length.
(What's more, we'll prove that our strategy works.)
WEDNESDAY, 10/26/05, KAP 249, 5:00-6:00 PM
Reza Alaghband, University of Southern California
"An Application of Algebra in Biology: Phylogenentic Invariants"
Abstract:
Method of invariants in molecular evolution is used to infer
phylogenetic dependencies among species. An invariant is a polynomial
function that is zero for one possible phylogeny and typically nonzero
for others. Its argument is the probability distribution of the observed
bases. Invariants facilitate statistical discrimination between two
phylogenies and thus help such inferences to be made without necessarily
estimating underlying evolutionary parameters.
Wednesday, October 4, 2005, 5-6pm, KAP 265
DavidCrombeque, University of Southern California
Contact
Past events:
calendar 2004-2005
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