Seminar Archive - 2011

Our regular seminar program covers a broad range of topics from applied mathematics, pure mathematics and statistics. All staff and students are welcome. A complete list of past seminars can be accessed via the left-hand menu.

Andre Herzwurm - UNSW
In this talk we will present the basic idea of Multilevel Monte Carlo algorithms for SDEs using an Euler discretisation, which was introduced by M. Giles in 2008, as well as an application in...

Boris Lerner - University of New South Wales
I will present a surface which exhibits an 8:1 cover of the projective plane. What makes this covering very unusual is its ramification - points on the plane where the covering map degenerates and...

Daniel Chan - UNSW
The theory of orders has been variously described as a form of non-commutative arithmetic or non-commutative algebraic geometry. Examples of orders include group rings over rings of integers in the...

Leung Chan - UNSW
In this talk we will investigate the pricing and hedging of variance swaps under a 3/2 volatility model. Explicit pricing and hedging formulas of variance swaps are obtained under the benchmark...

Alexandra Gillett - UNSW
As pharmaceutical companies search for ways to reduce costs, observational studies could play a larger role in testing the safety and efficacy of treatments in the future. But whilst (the more costly...

Prof. Mike Hirschhorn - University of New South Wales
I shall give simple proofs of several identities that appear in Ramanujan's ``Lost Notebook''. There will also be a short historical introduction.

Daniel Chan - UNSW
The theory of orders has been variously described as a form of non-commutative arithmetic or non-commutative algebraic geometry. Examples of orders include group rings over rings of integers in the...

Katsuto Tanaka - Hitotsubashi University (Japan)
In this talk I discuss some computational problems associated with distributions of statistics arising from the fractional Brownian motion (fBm). In particular, I deal with (ratios of) its quadratic...

Prof. Fedor Sukochev - University of New South Wales
Let $\mathcal{M}$ be a $W^*$-algebra and let $Z(\mathcal{M})$ be the center of $\mathcal{M}$. Fix an element $a\in\mathcal{M}$ and set $\delta_a(\cdot) := [a, \cdot]$. Obviously, $\delta_a$ is a...

Daniel Chan - UNSW
The theory of orders has been variously described as a form of non-commutative arithmetic or non-commutative algebraic geometry. Examples of orders include group rings over rings of integers in the...

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