Campuses:

IMA Video Library

Note: The videos available on this page are copyrighted material. It is intended for personal use or for educational purpose. Renting or resale of this product or any part of its contents is prohibited. Reproduction of any material contained in these videos onto any other media, or reuse in any other form for any purpose, without the expressed written consent of both the IMA and the lecturer, is strictly prohibited.
Annual Program Workshop
Financial and Economic Applications
Date Title / Speaker
June 15, 2018 On A Corporate Bond Pricing Model With Credit Rating Migration Risks and Stochastic Interest Rate
Hong-Ming Yin (Washington State University)
 Annual Program Workshop
June 15, 2018 Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models
Duy Nguyen (Marist College)
 Annual Program Workshop
June 15, 2018 Optimal Asset Allocation with Stochastic Interest Rates in Regime-Switching Models
Ruihua Liu (University of Dayton)
 Annual Program Workshop
June 14, 2018 Valuing Equity-Linked Insurance Products
Hailiang Yang (University of Hong Kong)
 Annual Program Workshop
June 14, 2018 Derivatives Pricing in Nonlinear Models
Tom Bielecki (Illinois Institute of Technology)
 Annual Program Workshop
June 14, 2018 Nonlinear Valuation in Theory and Practice
Dilip Madan (University of Maryland)
 Annual Program Workshop
June 13, 2018 Viscosity Solutions to Parabolic Master Equations
Jianfeng Zhang (University of Southern California)
 Annual Program Workshop
June 13, 2018 Large tournament games
Jaksa Cvitanic (California Institute of Technology)
 Annual Program Workshop
June 13, 2018 Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach
Huyen Pham (Université de Paris VII (Denis Diderot))
 Annual Program Workshop
June 13, 2018 Stopping Behaviors of Naive and Non-Committed Sophisticated Agents
Xunyu Zhou (Columbia University)
 Annual Program Workshop
June 12, 2018 Exit problem driven by alpha-stable process and its PDE characterization
Qingshuo Song (City University of Hong Kong)
 Annual Program Workshop
June 12, 2018 Optimal Extraction and Taxation of Strategic Natural Resources: A Differential Game Approach
Moustapha Pemy (Towson State University)
 Annual Program Workshop
June 12, 2018 Model Uncertainty Stochastic Mean-Field Control with Applications to Finance
Bernt Oksendal (University of Oslo)
 Annual Program Workshop
June 11, 2018 Stock Loan Valuation Under Brownian Motion-Based and Markov Chain Stock Models
David Prager (Anderson University)
 Annual Program Workshop
June 11, 2018 The value of foresight
Philip Ernst (Rice University)
 Annual Program Workshop
June 11, 2018 Portfolio Optimization Problems for Models with Delays
Tao Pang (North Carolina State University)
 Annual Program Workshop
June 11, 2018 Optimal Execution Problem under McKean-Vlasov Liquidity Dynamics
Jin Ma (University of Southern California)
 Annual Program Workshop
Special Workshop
Workshop for Women in Mathematical Biology
Date Title / Speaker
May 31, 2018 Embracing complexity of the tumor microenvironment for personalized medicine
Katarzyna Rejniak (Moffitt Cancer Center)
 Special Workshop
May 30, 2018 Glioblastoma recurrence and the role of MGMT promoter methylation
Katie Storey (University of Minnesota, Twin Cities)
 Special Workshop
May 30, 2018 Direct and indirect effects of species interactions in disease systems
Zoi Rapti (University of Illinois at Urbana-Champaign)
 Special Workshop
May 30, 2018 Piecewise smooth maps for the circadian modulation of sleep-wake dynamics
Victoria Booth (University of Michigan)
 Special Workshop
May 29, 2018 Identifying robust cancer treatment protocols from small experimental datasets
Jana Gevertz (The College of New Jersey)
 Special Workshop
May 29, 2018 Parameter uncertainty quantification using surrogate models applied to a spatial model of yeast mating polarization
Ching-Shan Chou (The Ohio State University)
 Special Workshop
Bridging Statistics and Sheaves
Date Title / Speaker
May 25, 2018 Lecture
Vin de Silva (Pomona College)
 Special Workshop
May 24, 2018 Measuring and exploiting data-model fit with sheaves
Michael Robinson (American University)
 Special Workshop
May 24, 2018 Synchronization Problems: From Geometry to Learning
Tingran Gao (University of Chicago)
 Special Workshop
May 23, 2018 Multiparameter Persistence via Geometric Topology
Michael Catanzaro (University of Florida)
 Special Workshop
May 23, 2018 Cellular cosheaves for distributed computation of persistent homology
Hee Rhang (Iris) Yoon (University of Pennsylvania)
 Special Workshop
May 23, 2018 Lecture
Robert Ghrist (University of Pennsylvania)
 Special Workshop
May 22, 2018 Stratification Learning with Computational Topology: Overview, Challenges, and Opportunities
Bei Wang (The University of Utah)
 Special Workshop

Pages