Speaker: Yuri Bakhtin (Courant Institute) 9.30-10.20am Title: “Scaling limits in diffusion exit problems” Abstract: In a recent paper with Andrzej Swiech, we were able to describe a class of situations where […]
Speaker: Tim Leung Title: ” Implied Volatility of Leveraged ETF Options: Consistency and Scaling?” leverage ratios, and test it with empirical price data.
Speaker: Joel Fine (Universite Libre de Bruxelles) Title: “Einstein 4-manifolds and symplectic 6-manifolds.” Abstract: I will tell a story in two parts. The first is a new description of Einsteins […]
Prerequisites: A score of 550 on the mathematics portion of the SAT completed within the last year, or the appropriate grade on the General Studies Mathematics Placement Examination. Target Audience: […]
Prerequisite: Calculus II and Calculus III, or equivalents. Textbook: James Stewart, Calculus: Early Transcendentals, 9th edition The following topics and corresponding sections of the course textbook (Calculus, Early Transcendentals, by […]
Prerequisite: Calculus I, or equivalent. Textbook: James Stewart, Calculus: Early Transcendentals, 9th edition The following topics and corresponding sections of the course textbook (Calculus, Early Transcendentals, by Stewart) are likely […]
Prerequisite: Calculus I, or equivalent. Textbook: James Stewart, Calculus: Early Transcendentals, 9th edition. See Calculus Classes webpage for more information. Some sections of the course require WebAssign. Review of integration and […]
Prerequisite: No formal pre-requisites; an understanding of pre-calculus will be assumed. Textbook: James Stewart, Calculus: Early Transcendentals, 9th edition The course covers the first five chapters (plus a few sections […]
Speaker: Alexander Gorsky Title: Spectrum of Quantum Transfer Matrices via Classical Many-Body Systems Abstract: In this paper we clarify the relationship between inhomogeneous quantum spin chains and classical integrable many-body […]
Speaker: Perla Sousi (Cambridge) *11am-12pm* Title: Uniformity of the late points of random walk on \Z^d_n for d \ge 3 Abstract: Let X be a simple random walk in Zd […]