## Past Events at the University of British Columbia

### Past Events

- 24-Jan-08

Financial Hedging of Operational Flexibility

We extend the framework of real options to value the compound timing option owned by a manager of an industrial asset. The operator has control over the production modes, but faces operational constraints which introduce path-dependency. Moreover, more››

Scientific Event

- 24-Jan-08

The underlying contact structure among individuals that determines the pattern of disease transmission and the progression in time of this pattern are two crucial elements in understanding and controlling communicable disease spread within a socia more››

Scientific Event

- 17-Jan-08

- 17-Jan-08

Determinants of Laplacians as functions on spaces of metrics more››

Scientific Event

- 15-Jan-08

- 14-Jan-08

Sensors, signal processing hardware, and algorithms are under increasing pressure to accommodate ever larger and higher-dimensional data sets; ever faster capture, sampling, and processing rates; ever lower power consumption; communication over ev more››

Scientific Event

- 10-Jan-08

A bound from below for the temperature in compressible Navier-Stokes equations more››

Scientific Event

- 6-Jan-08

Mathematical Institutes Open House

Scientific Event

- 1-Dec-07
- 3-Dec-07

Quantum Information and Many Body Physics Workshop

http://pitp.physics.ubc.ca/confs/qinfo-mbody/index.html more››

Scientific Event

- 22-Nov-07

Level lowering and Shapiro's conjecture

Let E/Q be an elliptic curve over the rationals. One can associate two rational integers that measure the ramification of this elliptic curve over various primes, the conductor NE and the minimal discriminant ?E. The Szpiro's conjecture states that f more››

Scientific Event

- 22-Nov-07

Modular methods applied to Diophantine equations

Deep results about elliptic curves, modular forms and Galois representations have successfully been applied to solve FLT and other Diophantine equations. Most of such applications broadly proceed along the following lines. To a hypothetical solution more››

Scientific Event

- 22-Nov-07

A Paley-Wiener theorem and Arthur's trace formula

Modular forms may be recast and generalized as automorphic representations, which are objects of abstract harmonic analysis. The trace formula is a theorem in harmonic analysis which allows one to compare automorphic representations. The Paley-Wiener more››

Scientific Event

- 5-Nov-07

A Functional Integral Representation for Many Boson Systems

Functional integrals have long been used, formally, to provide intuition about the behaviour of quantum field theories. For the past several decades, they have also been used, rigorously, in the construction and analysis of those theories. I will more››

Scientific Event

- 2-Nov-07

Sums of congruent convex bodies

The Minkowski linear combination is a fundamental operation for convex bodies. Further basic structures on the space of convex bodies are the topology induced by the Hausdorff metric, and the operation of the group of rigid motions. Suppose we hav more››

Scientific Event

- 1-Nov-07

On Securitization, Market Completion and Equilibrium Risk Transfer

We propose an equilibrium framework within two price financial securities written on non-tradable underlyings such as temperature indices. We analyze a financial market with a finite set of agents whose preferences are described by a convex dynami more››

Scientific Event

- 1-Nov-07

Asymptotic shapes of random polytopes

We consider random polytopes, generated as intersections of closed halfspaces (containing 0) bounded by the hyperplanes of a Poisson process of hyperplanes (satisfying only some homogeneity property under dilatations). The central question (a very more››

Scientific Event

- 26-Oct-07

- 25-Oct-07

Risk Measures with Comonotonic Subadditivity or Convexity and Respecting Stochastic Orders

Taking subadditivity as a main axiom Artzner et.al.(1997, 1999) introduced the coherent risk measures. Song and Yan (2006) introduced risk measures which are comonotonically subadditive or convex. Recently we introduced risk measures which are not more››

Scientific Event

- 18-Oct-07
- 20-Oct-07

PIMS-CINVESTAV Mathematics of Oil Exploration Workshop

There will be ten 40-minute lectures by distinguished mathematical scientists and researchers in oil exploration as well as sessions for discussion of problems and future collaborations. It will be an excellent opportunity to bring together e more››

Industrial Event

- 11-Oct-07

MITACS Math Finance Seminar 2007

The Mutual Fund Theorem (MFT) is considered in a general semimartingale financial market $ with a finite time horizon T. It is established that: 1) If for given utility functions (i.e. investors) the MFT holds true in all Brown more››

Scientific Event