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CAM Colloquium: Hinke Osinga - Computing Global Invariant Manifolds: Techniques and Applications ,Version 2Friday, 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…
From E. Cornelius
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ORIE Colloquium on 2/14/2012 - Pierre Patie: Asian Options and Wiener-Hopf Type FactorizationTuesday, 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…
From E. Cornelius
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ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives PricesMost 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…
From E. Cornelius
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