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 […]
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 […]
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 […]
The hypothalamic-pituitary-adrenal (HPA) axis is a neuroendocrine system that regulates numerous physiological processes. Disruptions are correlated with stress-related diseases such as PTSD and major depression. We characterize "normal" and "diseased" states of the HPA axis as basins of attraction of a dynamical system describing the main hormones regulated by the HPA axis. Our model includes […]
The magnitude is an isometric invariant of metric spaces that was introduced by Tom Leinster in 2010, and is currently the object of intense research, as it has been shown to encode many invariants of a metric space such as volume, dimension, and capacity. When studying a metric space in topological data analysis using persistent […]
Counting points on algebraic curves over finite fields has numerous applications in communications and cryptology, and has led to some of the most beautiful results in 20th century arithmetic geometry. A natural generalization is to count the number of points over prime power rings, e.g., the integers modulo a prime power. However, the theory behind the latter kind of point […]
We review a beautiful 17th century result by the philosopher Rene Descartes: a univariate real polynomial with t monomial terms has no more than t-1 positive roots. We then see […]
TOPIC: The Mathematics of Information We are surrounded by information. Words in books, ones and zeros in computers, mathematical equations, and DNA sequences are all examples of information, but can […]
Markov chains are widely used throughout mathematics, statistics, and the sciences, often for modelling purposes or for generating random samples. In this talk I’ll discuss a different, more recent application […]
If $F$ is a finite field and $d$ is a positive integer relatively prime to $|F^\times|$, then the power map $x \mapsto x^d$ is a permutation of $F$, and so is called a power permutation of $F$. For any function $f: F \to F$, and $a, b \in F$, we define the differential multiplicity of $f$ with respect to […]
I will discuss joint work with Jim Hoste, where we prove that a unique folded strip of paper can follow any polygonal knot with odd stick number. In the even stick number case there are either infinitely many, or none.
In 2007, Dr. Maria D'Orsogna learned of proposed oil activities in her home region of Abruzzo, Italy. Century-old wineries were to be uprooted to build clusters of oil wells, refineries […]
