Postgraduate Seminars

Summer 2016

These seminars (unless otherwise stated) will take place on Thursdays at 5pm in Maths Room 500 on an (almost) weekly basis - see the link to the 'How To Find Us' webpage for further details. Talks are being given by 2nd and 3rd year Mathematics PhD students for PhD students. They are generally followed by tea and biscuits in the Mathematics Department Staff Room (Room 606, 25 Gordon Street) - see how to find us for further details.

28th April 2016

Speaker: Yupeng Jiang

Title: A Glance at Computational Finance

Abstract:
Financial mathematics is a subject on stochastic analysis, probability, statistics and computational methods. In this talk, I will focus on its computational methods, giving an outline of the computational finance techniques used in both academia and the industry. I will start from the standard PDE approach to the popular Monte Carlo method. The variance reduction techniques and least square Monte Carlo algorithm, which are both heavily used in banks, will also be discussed. At the same time, I will also give some current hot topics as examples, which may be useful for those who are interested in it.

5th May 2016

Speaker: Matthew Wright

Title: Do the laws of gravity need modifying?

Abstract:
In this talk, I will give a brief history of gravity, and discuss the recent gravitational wave discovery. Then I will discuss why we may need to move on from Einstein's general theory of relativity, and look at some of the possible alternatives.

12th May 2016

Speaker: Rudolf Kohulak

Title: TBC

Abstract:
TBC

19th May 2016

Speaker: Hugo Castillo Sanchez

Title: TBC

Abstract:
TBC

26th May 2016

Speaker: Sam Brown

Title: TBC

Abstract:
TBC

2rd June 2016

Speaker: Davide Bella

Title: TBC

Abstract:
TBC

9th June 2016 in Malet Place room 1.02

Speaker: Atheeta Ching

Title: TBC

Abstract:
TBC