News & Events

Past Events

Oct 16 2013

IBM Risk Analytics: An Integrated Approach to Risk Management

Information
Wednesday, October 16, 2013 - Wednesday, October 16, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30 p.m.
A senior executive from IBM Risk Analytics will discuss an Integrated Approach to Risk Management as
Oct 15 2013

Polynomial preserving diffusions and applications in finance

Information
Tuesday, October 15, 2013 - Tuesday, October 15, 2013
12:30 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Martin Larsson, Ecole Polytechnique Federal de Lausanne ABSTRACT Polynomial preserving proc
Oct 15 2013

Integro-PDE in Hilbert spaces and large deviations for stochastic PDE with Levy noise

Information
Tuesday, October 15, 2013 - Tuesday, October 15, 2013
11:30 AM - 12:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Andrzej Swiech, School of Mathematics, Georgia Institute of Technology ABSTRACT We will dis
Oct 11 2013

Analytical Approximations in Volatility Models

Information
Friday, October 11, 2013 - Friday, October 11, 2013
1:30 PM - 2:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Stefano Pagliarani, Department of Mathematics, University of Padova, Italy ABSTRACT We cons
Oct 11 2013

Mathematics Career Fair

Information
Friday, October 11, 2013 - Friday, October 11, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Rutgers Student Center, 10:00 - 3:00 p.m.
Business, Mathematics, and Liberal Arts Career & Internship FairFriday, October 11, 2013 ?? 10:00 AM
Oct 09 2013

Bank of America: Counterparty Credit Risk

Information
Wednesday, October 9, 2013 - Wednesday, October 9, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30 p.m.
An executive from Bank of America will discuss Counterparty Credit Risk.
Oct 08 2013

Small-time Asymptotics of Option Prices under Lévy-based Models

Information
Tuesday, October 8, 2013 - Tuesday, October 8, 2013
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Ruoting Gong, Department of Mathematics, Rutgers University ABSTRACT This talk is concerned
Oct 02 2013

Bloomberg: Interest Rate Modelling

Information
Wednesday, October 2, 2013 - Wednesday, October 2, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30 p.m.
Executives from Bloomberg will come to discuss interest rate modelling.
Oct 01 2013

The Stochastic Heat Equation : Intemittency and Chaos

Information
Tuesday, October 1, 2013 - Tuesday, October 1, 2013
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Daniel Conus, Department of Mathematics, Lehigh University ABSTRACT In this talk, we will s
Sep 27 2013

Citibank Quant Opportunities

Information
Friday, September 27, 2013 - Friday, September 27, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 116, 2:00 - 4:30 p.m.
Representatives from Citibank will come to discuss quant opportunities at their company.
Sep 24 2013

Hilbert Transform Methods for Options Valuation

Information
Tuesday, September 24, 2013 - Tuesday, September 24, 2013
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Liming Feng, Department of Industrial & Enterprise Systems Engineering, University of Illin
Sep 20 2013

Universality for the Stochastic Airy Operator

Information
Friday, September 20, 2013 - Friday, September 20, 2013
1:30 PM - 2:30 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Brian Rider, Department of Mathematics, Temple University ABSTRACT The Stochastic Airy Oper
Sep 18 2013

GARP:The Field of Risk Management

Information
Wednesday, September 18, 2013 - Wednesday, September 18, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30 p.m.
GARP:  Senior executives from GARP will come to discuss the field of risk management and the growing
Sep 17 2013

Zero-sum stochastic differential games under feedback controls and related nonlinear expectations.

Information
Tuesday, September 17, 2013 - Tuesday, September 17, 2013
12:00 PM - 1:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
Speaker: Triet Pham, Department of Mathematics - Rutgers University ABSTRACT We introduce a nonlinea
Sep 11 2013

Your Marketing Toolkit

Information
Wednesday, September 11, 2013 - Wednesday, September 11, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30
Carla Visser:  This mandatory career development workshop focuses on the marketing tools you will us
Sep 04 2013

Know Yourself

Information
Wednesday, September 4, 2013 - Wednesday, September 4, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
Hill 705, 2:00 - 4:30 p.m.
Carla Visser:  This is mandatory career development workshop which focuses on students identifying t
May 06 2013

The obstacle problem for divergence form elliptic operators

Information
Monday, May 6, 2013 - Monday, May 6, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
I will describe everything that I know about the obstacle problem in the case of a divergence form o
Apr 30 2013

Hess

Information
Tuesday, April 30, 2013 - Tuesday, April 30, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
TBA:  Representatives from Hess will discuss their company and the energy field.
Apr 29 2013

Approximation for the Quasipotential for the 2-D Stochastic Navier-Stokes Equations and Applications to the Exit Problem

Information
Monday, April 29, 2013 - Monday, April 29, 2013
11:00 AM - 12:00 PM
Event Type: Mathematical Finance and Probability Seminars
Hill 705
We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $mathbb{R}^2$, per
Apr 23 2013

Thomson Reuters

Information
Tuesday, April 23, 2013 - Tuesday, April 23, 2013
12:10 PM - 1:00 PM
Event Type: Career Workshops
PH 111, 2:00 - 4:00 p.m.
TBA:  Senior executives will discuss Thomson Reuters and their Eikon product.