## Past Events at the University of British Columbia

### Past Events

- 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

- 10-Oct-07

The unfinished revolution: space, time and the quantum

Between 1905 and 1926 Einstein, Bohr and others initiated a scientific revolution by the introduction of quantum mechanics and relativity theory. The revolution is unfortunately still incomplete, because there are major unresolved issues. Th more››

Scientific Event

- 5-Oct-07

On the geometry of interest rate models

The purpose of this talk is to give an overview of some recent work concerning the structural and geometric properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. more››

Scientific Event

- 4-Oct-07
- 5-Oct-07

Optimal investment under partial information

We consider the problem of maximizing terminal utility in a model where asset prices are driven by Wiener processes, but where the various rates of returns are allowed to be arbitrary semi-martingales. The only information available to the investo more››

Scientific Event

- 2-Oct-07

2-Dimensional Lp-Minkowski problem

et S^{n-1}subset R^n be the unit sphere. The L_p-Minkowski problem proposed by Lukwak is a natural generalization of the classical Minkowski problem. Analytically, it is equivalent to find positive solutions of the equation det( more››

Scientific Event

- 2-Oct-07

Finite Element Analysis of CAD Large Assemblies

In today's product development and engineering process, usage of computer aided design (CAD) platform is obvious. It allows crating of quite realistic models, precisely describing not only the geometry of the developed prototype, but also its phys more››

Scientific Event

- 28-Sep-07
- 30-Sep-07

International Graduate Training Centre in Mathematical Biology - First Graduate Research Summit

The IGTC is a new PIMS initiative to develop and enhance graduate training opportunities in the Pacific Northwest. As part of this Math-Biology IGTC, the Graduate Research Summit will provide an opportunity for graduate students, post-docs and more››

Scientific Event

- 27-Sep-07

lambda(lambda(n)): A case study in analytic number theory

A 2005 result of Carl Pomerance and myself identifies the normal order (that is, the asymptotic size for 100% of integers) of the twice-iterated Carmichael lambda-function ?(?(n)), a function that arises when considering an exponential pseudorandom n more››

Scientific Event

- 27-Sep-07

Powers in progression, Chebotarev, and Hilbert class polynomials

I will sketch some rather odd connections between ternary Diophantine equations, the Chebotarev Density Theorem and heights of Hilbert class polynom more››

Scientific Event

- 27-Sep-07

Modeling the Spread of West Nile Virus

West Nile virus was detected in New York State in 1999, and has spread rapidly across the continent causing bird, horse and human mortality. The aim of this lecture is to model this spread. Biological assumptions are summarized and lead to the dev more››

Scientific Event

- 26-Sep-07

- 26-Sep-07

Bounds on the Crosscap Numbers of Torus Knots

In joint work with Sizemore, we build on Teragaito's calculation of the crosscap number $c(K)$ of a torus knot $K$ to give bounds in terms of the genus $g(K)$ and crossing number $n(K)$: $c(K) leq lfloor (g(K) + 9)/6 floor$ and $c(K) leq l more››

Scientific Event

- 25-Sep-07

- 24-Sep-07

Turbulent heat transport: upper bounds by a priori estimates

We are interested in the transport of heat through a layer of viscous fluid which is heated from below and cooled from above. Two mechanisms are at work: Heat is transported by simple diffusion and by advection through the flow. The transport by a more››

Scientific Event

- 24-Sep-07

Fast Iterative Solution of Models of Incompressible Flow

We discuss new efficient algorithms for computing the numerical solution of the incompressible Navier-Stokes equations. We show that preconditioning algorithms that take advantage of the structure of the linearized equations can be combined with K more››

Scientific Event