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Upcoming events

Mini-Course: "Model risk in finance"

Location: WPI Seminar Room C 714
Time: 19. Jun 2013 (Wed) - 20. Jun 2013 (Thu); Opening: 10:00
Topics:
The objective of these lessons is to show that model risk, particularly financial model risk, is intrinsic to stochastic modelling, and that its analysis opens new challenging mathematical and numerical questions.
We will also present recent results which concern strategies which, issued from the technical analysis, do not rely on a specific mathematical model and therefore are robust w.r.t model risk.
Various theories will be used, such as statistics of random processes, stochastic control, Malliavin calculus, backward stochastic differential equations, viscosity solutions of nonlinear Partial Differential equations.
However the course will be self-contained
Organisation(s)
WPI
Organiser(s)
Peter Laurence (U. Roma)
René Aid (Electricite' de France)
Fred Benth (U. Oslo)
Valery Kholodnyi (Verbund)
Remark: Speaker: Prof. Denis Talay

Registration for this mini-course is free, but is mandatory.
Please register by sending an email to laurenceWPI@gmail.com
Please send only one email per registree, i.e. please do not try and register a second person.
Registration will close when all seats are taken.

Workshop on "Quantized vortices in superfluidity and superconductivity and related problems"

Location: UZA 4, Seminar Room C 206/207
Time: 1. Jul 2013 (Mon) - 5. Jul 2013 (Fri); Opening: 9:00
Organisation(s)
WPI
Organiser(s)
Weizhu Bao (U.Singapore)
Claude Bardos (U.Paris)
Qiang Du (Penn State University)
Norbert J. Mauser (WPI c/o U.Wien)

Workshop on "Modified dispersion for dispersive equations and systems"

Location: WPI
Time: 23. Sep 2013 (Mon) - 27. Sep 2013 (Fri); Opening: 9:00
Organisation(s)
WPI
Organiser(s)
Rémi Carles (CNRS c/o U. de Montpellier 2)
Norbert J. Mauser (WPI c/o U.Wien)
Jean-Claude Saut (U. Paris-Sud)

Meeting on "Nonlocality in turbulence"

Location: WPI
Time: 2. Dec 2013 (Mon) - 5. Dec 2013 (Thu); Opening: 9:00
Organisation(s)
WPI
Organiser(s)
Norbert J. Mauser (WPI c/o U. Wien)
Alex Schekochihin (U. Oxford)
Arkady Tsinober (U. Tel Aviv)

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