Backward Stochastic Equations and Equilibrium Pricing
Today at 5 p.m.
Wean Hall 8220
The department of mathematical sciences will present a seminar as part of its Probability and Computational Finance series. Traian Pirvu, assistant professor in the department of mathematics and statistics at McMaster University, will discuss “Backward Stochastic Equations and Equilibrium Pricing.” His research in financial mathematics helps to analyze financial risk in the stock market.
What is the Fundamental Theorem of Asset Pricing?
Tuesday, Aug. 24 at 5:30 p.m.
Wean Hall 8220
Kimberly Weston, a doctoral student in the department of mathematical sciences, will start off the graduate student seminar this week with her lecture, “What is the Fundamental Theorem of Asset Pricing?” She will consider arbitrage and risk-neutral asset pricing in her discussion, and will provide proof of the Fundamental Theorem of Asset Pricing.
Mobility: Thinking Outside the Phone
Wednesday, Aug. 25 at 4 p.m.
Newell-Simon Hall 1305 (Mauldin Auditorium)
The Human-Computer Interaction Institute will resume its weekly lecture series with a seminar by Carnegie Mellon professor of computer science Jim Morris, who will discuss the shift to mobile devices as a prominent computing platform in his seminar, “Mobility: Thinking Outside the Phone.” As a long-time participant in computer programming and research, Morris has developed inter-module protection and lazy evaluation, co-discovered the Knuth-Morris-Pratt string-searching algorithm, and helped develop the Alto System, which served as a foundation for the personal computers we see today.
Morris received his bachelor’s degree from Carnegie Mellon and returned later in his career to become department head and later dean of the School of Computer Science.
Precise Design of Soft Interfaces by Polymer Brush Immobilization
Friday, Aug. 27 at 3 p.m.
Mellon Institute Conference Room
The departmental seminars in chemistry will resume this week with a lecture on “Precise Design of Soft Interfaces by Polymer Brush Immobilization” presented by Atsushi Takahara, who specializes in polymer science. Takahara is a professor in the department of applied molecular chemistry and the Institute for Materials Chemistry and Engineering at Kyushu University in Japan.