Colloquium/Seminar

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Event(s) on August 2009


  • Friday, 14th August, 2009

    Title: CMIV Colloquium: (i) Importance of Structure in Algebraic Preconditioners and (ii) Matrix-free Triangular Updates for Solving Sequences of Linear Algebraic Systems
    Speaker: Prof. Miroslav Tuma, Institute of Computer Science, Academy of Sciences of the Czech Republic
    Time/Place: 14:00  -  15:30
    DLB514, David C. Lam Building, Shaw Campus, Hong Kong Baptist University


  • Monday, 31st August, 2009

    Title: Optimal investment with counterparty risk
    Speaker: Dr. JIAO Ying, Laboratoire de Probabilites et Modeles aleatoires, University of Paris VII , France
    Time/Place: 10:00  -  10:45
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: 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.


  • Monday, 31st August, 2009

    Title: Explicit estimation of rational points
    Speaker: Dr. Chen Huayi, Institut de Mathematiques de Jussieu, University Paris Diderot , France
    Time/Place: 10:45  -  11:30
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: We discuss explicit uniform upper bounds for the counting function of rational points in arithmetic projective varieties.

 

 


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