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Event(s) on August 2009
- 14/8/2009
| 題目: |
CMIV Colloquium: (i) Importance of Structure in Algebraic Preconditioners and (ii) Matrix-free Triangular Updates for Solving Sequences of Linear Algebraic Systems |
| 講員: |
Prof. Miroslav Tuma, Institute of Computer Science, Academy of Sciences of the Czech Republic |
| 時間/地點: |
14:00 - 15:30
DLB514, David C. Lam Building, Shaw Campus, Hong Kong Baptist University
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- 31/8/2009
| 題目: |
Optimal investment with counterparty risk |
| 講員: |
Dr. JIAO Ying, Laboratoire de Probabilites et Modeles aleatoires, University of Paris VII , France |
| 時間/地點: |
10:00 - 10:45
FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
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| 摘要: |
We consider a financial market with a stock exposed to a counterparty
risk
inducing a jump in the price, and which can still be traded
after the
default time of the counterparty. We show how this problem can
be suitably
decomposed into two optimization problems by using the default-density
modeling approach. These two optimization problems are solved
explicitly,
respectively by duality and dynamic programming methods, and
provide a
fine description of the optimal strategy.
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- 31/8/2009
| 題目: |
Explicit estimation of rational points |
| 講員: |
Dr. Chen Huayi, Institut de Mathematiques de Jussieu, University Paris Diderot , France |
| 時間/地點: |
10:45 - 11:30
FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
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| 摘要: |
We discuss explicit uniform upper bounds for the counting function
of rational points in arithmetic projective varieties.
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