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Old results and new tools for credit risk: A dynamic copula approach

Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation

Quasirandom Permutations

Random Linear Extensions of Grids

Conformal Invariance and Two-Dimensional Statistical Physics

Event Topic Stochastic & Multiscale Modeling and Computation

Financial data and the hidden semimartingale model

Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning

Analytical and Numerical Stability of Nonlinear Volterra Delay-integro-differential Equations

Journey of a thousand miles: how an algorithm gets from your street to Wall Street

Speaker Rob Meyer Numerical Algorithms Group, Inc.http://www.nag.com/about/rmeyer.asp Description Joint with IIT Computer Science

Stochastic PDE's with space-time white noise and their applications to fixed income market

Mathematical modeling and simulation of texture evolution

Diffuse Interfaces and Gamma-Convergence For Segmentation