Spring 2004 schedule:
| date | speaker | affiliation | title | April 21st | Peter Tankov | Centre de Mathématiques Appliquees, Ecole Polytechnique | Multidimensional models with jumps for finance and insurance | April 28th | Hans Foellmer and Peter Bank | Mathematics, Humboldt University | Comments on El Karoui' s Max-Plus decomposition of supermartingales | May 12th | Ulrich Horst | Mathematics, Humboldt University | Equilibria in Financial Markets with Heterogeneous Agents | May 19th | Srdjan Stojanovic | Department of Mathematical Sciences, University of Cincinnati | Optimal Portfolio Series Formula under Dynamic Appreciation Rate Uncertainty | June 2nd | Jun Zhao | IMA | Overlapping Schwarz methods for Maxwell equations | June 9th | Gerard Awanou | IMA | Shortfall Risk Minimization in the Presence of Inside Information |
Fall 2003 schedule:
| date | speaker | affiliation | title |
| October 8th | Lili Ju | IMA | Numerical Simulations of the Quantized Vortices in a Thin Superconducting Hollow Sphere |
| October 15th | Sabera Kazi | Honeywell | QOS-enabled MAC protocol for wireless networks of UAVS |
| October 29th | Huiqiang Jiang | Mathematics Department, University of Minnesota | Singular Elliptic Equation in Thin Film Rupture |
| November 12th | Tim Garoni | IMA | Impenetrable bosons, random matrix averages and log-gases |
| November 26th | Antar Bandyopadhyay | IMA | Frozen Percolation Process : What are known and what are not known. |
Winter 2004 schedule :
| date | speaker | affiliation | title |
| January 21st | Steen Moeller | Center for Magnetic Resonance Imaging, University of Minnesota | Parallel Imaging in MRI/fMRI at 7T |
| January 28st | Vaidyanathan Ramaswami | AT&T Labs - Research | Matrix Analytic Methods for Stochastic Models | February 4th | Shmuel Friedland | University of Illinois - Chicago / IMA | Singular Value Decomposition in Inner Product Spaces with Applications to DNA Microarrays | February 25th | Julien Bremont | CMLA, ENS Cachan, Department of Mathematics | Maximizing measures and related questions | March 24th | Chuan-Hsiang Han | IMA | Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models |