<< Tuesday, September 04, 2018 >>

Tuesday, September 4, 2018

Seminar 217, Risk Management: On Optimal Options Book Execution Strategies with Market Impact

Seminar | September 4 | 11 a.m.-12:30 p.m. | 1011 Evans Hall

 Speaker: Saad Mouti, UC Berkeley

 Consortium for Data Analytics in Risk

We consider the optimal execution of a book of options when market impact is a driver of the option price. We aim at minimizing the mean-variance risk criterion for a given market impact function. First, we develop a framework to justify the choice of our market impact function. Our model is inspired from Leland’s option replication with transaction costs where the market impact is directly part...   More >

Radical reactions for control freaks. New Synthetic methods involving aryl radicals and C–F bonds.

Seminar | September 4 | 11 a.m.-12 p.m. | 120 Latimer Hall

 Nathan Jui, Department of Chemistry, Emory University

 College of Chemistry

Over the past few years, our group has utilized photoredox catalysis to access highly-reactive radical intermediates. Our broader aims are centered on utilizing these intermediates to deliver structural motifs that are commonly found in drugs and agrochemicals. This lecture will include recent findings that have enabled us to overcome inherent difficulties in aryl radical reactivity, allowing for...   More >

Getting Started in Undergraduate Research and Finding a Mentor Workshop

Workshop | September 4 | 2-3 p.m. | 9 Durant Hall

 Leah Carroll, Haas Scholars Program Manager/Advisor, Office of Undergraduate Research and Scholarships

 Office of Undergraduate Research

Getting Started in Undergraduate Research

If you are thinking about getting involved in undergraduate research, this workshop is a great place to start! You will get a broad overview of the research opportunities available to undergraduates on campus, and suggestions on how to find them.

We will also let you know about upcoming deadlines and eligibility requirements for some of...   More >

3-Manifold Seminar: A perfect Morse function on the SU(2) representation variety of a surface

Seminar | September 4 | 2:10-3:30 p.m. | 939 Evans Hall


 Department of Mathematics

We'll continue to discuss a perfect Bott-Morse function on certain $SU(2)$ representation varieties associated to punctured surfaces following Thaddeus. The variety is a symplectic manifold, with a certain $U(1)$ Hamiltonian action on a subset which is a moment map for the Morse function away from the maximum and minimum critical levels. From this one may deduce that the Morse function is perfect.

Seminar 237, Monetary Policy, Financial Crises, and the Limits to Arbitrage

Seminar | September 4 | 2:10-3:30 p.m. | 597 Evans Hall

 Walker Ray, University of California - Berkeley

 Department of Economics

With conventional monetary policy unable to stabilize the economy in the wake of the global financial crisis, central banks turned to unconventional tools. This paper embeds a model of the term structure of interest rates featuring market segmentation and limits to arbitrage within a New Keynesian model to study these policies. Because the transmission of monetary policy depends on private agents...   More >

Student Harmonic Analysis and PDE Seminar (HADES): Solitary waves in deep water

Seminar | September 4 | 3:40-5 p.m. | 740 Evans Hall

 Daniel Tataru, UC Berkeley

 Department of Mathematics

Solitary waves are waves on the surface of the water which keep a constant profile and which move with constant velocity. Two longstanding open problems have been whether such waves exist in deep water in the presence of either gravity or surface tension, but not both. This talk will provide the answers to both of these problems in two space dimensions. This is joint work with Mihaela Ifrim.

Commutative Algebra and Algebraic Geometry: The Fellowship of the Ring: The maximal rank conjecture (Part I)

Seminar | September 4 | 3:45-4:45 p.m. | 939 Evans Hall

 Eric Larson, Stanford University

 Department of Mathematics

In the first hour, we discuss the problem of interpolation for curves in projective space: When does there exist a curve of degree d and genus g passing through n general points in $\mathbb P^r$?

Probabilistic Operator Algebra Seminar: Differentiability of operator functions

Seminar | September 4 | 3:45-5:45 p.m. | 748 Evans Hall

 Anna Skripka, University of New Mexico

 Department of Mathematics

Study of operator smoothness was initiated in the 50's. Since then it has substantially expanded in scope and methods in response to various problems in perturbation theory. The first order operator differentiability is well understood. In particular, it is known that the set of functions differentiable with respect to the Schatten $S^p$-norms, $p$ >1, can be described in terms of smoothness...   More >

Universal Health Care for Wave Functions

Seminar | September 4 | 4-5 p.m. | 120 Latimer Hall

 Eric Neuscamman, Dept. of Chemistry

 College of Chemistry

The ground state variational principle is arguably the most important tool in quantum chemistry, as it allows one to diagnose and correct problems in approximate ground state wave functions. Indeed, this principle is relied upon directly or indirectly by essentially every method in quantum chemistry, from density functional theory to perturbation theory to coupled cluster. Unfortunately, a...   More >

Commutative Algebra and Algebraic Geometry: The Fellowship of the Ring: The maximal rank conjecture (Part II)

Seminar | September 4 | 5-6 p.m. | 939 Evans Hall

 Eric Larson, Stanford University

 Department of Mathematics

In the second hour, we discuss the Maximal Rank Conjecture, a conjecture formulated originally by Severi in 1915 which prescribes a relationship between the "shape" of the parametric and Cartesian equations of curves in projective space — that is, which gives the Hilbert function of a general curve of genus g, embedded in $\mathbb P^r$ via a general linear series of degree d. We then explain...   More >