Visiting addressUllevål Stadion Sognsveien 77B
Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.
A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.
The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.
Rajib Dutta (University of Oslo) will give a seminar talk on
Operator splitting methods for Benjamin-Ono (BO) equation
Abstract: We consider the BO equation which describes one-dimensional internal waves in deep water. In this talk, we show that both Godunov and Strang splitting methods converge with the expected rates if the initial data are sufficiently smooth. We also present a proof of convergence of a fully discrete finite difference scheme for this equation.
M.Sc. Magnus Vartdal ved Matematisk institutt vil forsvare sin avhandling for graden ph.d.: Numerical Simulation of Flow Around an Oscillating Circular Cylinder and Development of Level Set Based Numerical Methods for Two-Phase Flows
M.Sc. Magnus Vartdal ved Matematisk institutt avholder prøveforelesning over oppgitt emne: "Boundary layers at the sea bed and at the free surface in waves".
Takuya Takeishi, University of Tokyo, will give a talk with title: Bost-Connes system for local fields of characteristic zero
Abstract: The Bost-Connes system, which describes the relation between quantum statistical mechanics and class field theory, was first constructed by Bost and Connes for the rational field, and generalized for arbitrary number fields by the contribution of many researchers. In this talk, we will introduce a generalization of the Bost-Connes sysmtem for local fields of characteristic zero, and introduce some properties.
Prof. Dr. Stefan Ankirchner (University of Bonn) holder et seminar med tittelen: The Skorokhod embedding problem for homogeneous diffusions and applications to stopping contests
The 14th Annual Winter School of eVITA/SINTEF will be held January 19-24th 2014 in Geilo. The topic for the 2014 school is Big data challenges to modern statistics, with several internationally renowned experts giving a series of lectures on the subject. Read more on the SINTEF website of the winter school (external link).
The logic seminar will take place in B63 in NHA on Thursdays from 10.15 to 12.00.
The program is tentative. There are free slots in the program. Contact Dag Normann for suggestions or questions.
Hanna Zdanowicz (Univeritetet i Oslo) holder et seminar med tittelen: Pricing of energy spread options by Fourier transform
Siv.ing. Arne Bøckmann ved Matematisk institutt vil forsvare sin avhandling for graden ph.d.: Novel developments in the simulation of free surface flows, with applications to marine and offshore engineering
Giuseppe Coclite, University of Bari.
In this lecture we consider a model for the harvesting of marine resources, described by a parabolic equation. Since the cost functionals have sublinear growth with respect to the pointwise intensity of fishing effort, optimal solutions are in general measure-valued. For the control problem, we prove the existence of optimal strategies. The results were obtained in collaboration with Professor Mauro Garavello.
Siv.ing. Arne Bøckmann ved Matematisk institutt avholder prøveforelesning over oppgitt emne: "Mechanisms for generating vorticity in fluid flows around structures, including free-surface effects".
M.Sc. Torstein Nilssen ved Matematisk institutt vil forsvare sin avhandling for graden ph.d.: Construction and Regularity of Solutions to Stochastic Partial Differential Equations with Irregular Drift Coefficients
M. Sc. Torstein Nilssen ved Matematisk institutt avholder prøveforelesning over oppgitt emne: "The Theory of Risk Measures and Applications to Mathematical Finance".
Ulf Persson, Chalmers, holder Seminar i algebra og algebraisk geometri:
Variations on the theme of the stratification of plane cubic curves
A General Framework for Implementing Conservation-law Solvers
Nathan Owen Ilten, Berkeley, holder Seminar i algebra og algebraisk geometri:
Linear spaces of singular matrices
Maciej Borodzik, Warszawa, holder Seminar i algebra og algebraisk geometri:
Heegaard Floer homologies and rational cuspidal curves
Dr. Benjamin Holcblat (BI Norwegian Business School) holder et seminar med tittelen: A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing
Jukka Lempa (Oslo and Akershus University college of applied sciences) holder et seminar med tittelen: Resolvent-techniques for multiple exercise problems
Judith Packer, University of Colorado (Boulder), will give a talk with title "Noncommutative solenoids and their projective modules"
Abstract: ``Noncommutative solenoids" are certain twisted group $C^*$-algebras, where the groups in question are countably infinitely generated; these algebras can also be generated as direct limits of rotation algebras. From examining the range of the trace of the $K_0$-groups of the noncommutative solenoids, their finitely generated projective modules can be constructed. We also discuss a way to construct Morita equivalence bimodules between noncommutative solenoids that goes back to work of M. Rieffel, with the new wrinkle of $p$-adic analysis appearing. This work is joint with F. Latr\'emoli\'ere.
Judith Packer (University of Colorado at Boulder, USA) will give a Colloquium Talk:
Fractals, fractal wavelets, and measures on solenoids
Abstract: We discuss a construction, first due to D. Dutkay and P. Jorgensen, that can be used to define generalized wavelets on inflated fractal spaces arising from iterated function systems.
Self-similarity relations defining the fractal spaces also give rise to filter functions defined on the torus. These filter functions can be used to construct isometries, as well as probability measures on solenoids. Representations of the Baumslag-Solitar group can be obtained from the probability measures, and some properties of the representation are related to properties of the original wavelet and filter systems. Some results joint with L. Baggett, N. Larsen, K. Merrill, I. Raeburn, and A. Ramsay will be discussed.
NB: Coffee/tea and cookies will served from 14.00-14.25 in the rest area of the 7th floor in NH Abel's House, as usual. But note that the colloquium talk will be held in Aud 2 VB from 14.30.
Matematisk institutt, Avdeling for biostatistikk og Norsk Regnesentral arrangerer en populærvitenskapelig markering av verdens statistikkår 2013 på Litteraturhuset. Last ned invitasjon her! Arrangementet er gratis og åpent for alle. Varighet ca 1.5 t. Du finner også arrangementet på Facebook og på litteraturhusets hjemmesider.
Professor Madan L. Puri (Indiana University) holder et seminar med tittelen: Asymptotic Normality, Rates of Convergence, and Large Deviation Probabilities for a Broad Class of Statistics.
Abstract: We will begin by reviewing and constructing power operations in the familiar setting of chain complexes. In stable homotopy, these operations help distinguish different geometric objects. These operations are also the residue of a rich homotopical structure. We will also define such structure and explain its role in stable homotopy theory. Specifically, we will consider what structure on a filtration might give rise to power operations in the associated spectral sequence, if time allows. This first talk will be accessible to graduate students. Such power operations also act on the homotopy of highly structured ring spectra. We will compute these operations on relative smash products using the Kunneth spectral sequence. We will interpret the homotopy of these relative smash products and the algebra of operations in terms of different realizations of highly structured DGAs. We will also discuss the relation to the relevant notion of cotangent complexes.