Friday, October 24, 2014 at 3:30pm
Global invariant manifolds play an important role in organizing the behavior of a dynamical system. Together with equilibria and periodic orbits, they form the…

Tuesday, February 14 at 4:15pm
Frank H.T. Rhodes Hall, 253
Asian options are path-dependent contingent claims, whose payoff is a function of the average of underlying prices over a prescribed time…

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…