Tuesday, September 4, 2018
Seminar | September 4 | 11 a.m.-12:30 p.m. | 1011 Evans Hall
Speaker: Saad Mouti, UC Berkeley
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 Lelands option replication with transaction costs where the market impact is directly part... More >
Seminar | September 4 | 11 a.m.-12 p.m. | 120 Latimer Hall
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 >
Seminar | September 4 | 2-3:30 p.m. | 648 Evans Hall
Avner Shlain, UC Berkeley
Workshop | September 4 | 2-3 p.m. | 9 Durant Hall
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 >
Seminar | September 4 | 2:10-3:30 p.m. | 939 Evans Hall
Ian Agol, UC BERKELEY
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 | September 4 | 2:10-3:30 p.m. | 597 Evans Hall
Walker Ray, University of California - Berkeley
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 >
Seminar | September 4 | 3:40-5 p.m. | 740 Evans Hall
Daniel Tataru, UC Berkeley
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
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 $\mathbb P^r$?
Seminar | September 4 | 3:45-5:45 p.m. | 748 Evans Hall
Anna Skripka, University of New Mexico
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 >
Seminar 281: International Trade and Finance - "Why Special Economic Zones? Using Trade Policy to Discriminate Across Importers."
Seminar | September 4 | 4-5:30 p.m. | 597 Evans Hall
Seminar | September 4 | 4-5 p.m. | 120 Latimer Hall
Eric Neuscamman, Dept. 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
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 >