Week of Events
Applied Math Talk: A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 given by Zhengji Guo (CGU)
Applied Math Talk: A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 given by Zhengji Guo (CGU)
We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model, as well as improve the speed of the calculations. We consider the SABR model (with $\beta=1$) of stochastic volatility, which we analyze by tools from Malliavin Calculus. We follow […]
Sporadic points on modular curves (Ozlem Ejder, Colorado State University)
Sporadic points on modular curves (Ozlem Ejder, Colorado State University)
A classic and fundamental result in number theory is due to Mordell who proved that the set of points on an elliptic curve defined over a number field forms a finitely generated abelian group; in particular, it has a finite torsion subgroup. An essential tool to study elliptic curves is the modular curves which are […]
Habitat-driven extinctions: insights from spatially implicit ODE models
Habitat-driven extinctions: insights from spatially implicit ODE models
Speaker: Kate Meyer, Cornell University Abstract: Biodiversity underpins ecosystem functioning but continues to decline on a global scale. Among human activities driving this trend, habitat destruction is a leading culprit in local and global extinctions. Simple mathematical models can address important questions surrounding habitat-driven extinctions---for example, which species are at highest risk, how delayed might […]