Department of Mathematics

The Florida State University

This Week in Mathematics

21 - 25 February 2000

Monday: 21 February 2000

Tuesday: 22 February 2000

Structural Biology/Biochemistry Seminar (Joint with Organic Division), 9:00 a.m., 555 IMB

Eric Kool, University of Rochester

Mimicking The Structures and Functions of DNA

Moduli Spaces Seminar, 2:00 p.m., 104 Love Building

Paolo Aluffi, Florida State University

Hilbert Schemes V

Math. of Protein Structure & NMR Seminar, 3:00 p.m., A336 NHMFL

Richard Bertram, Florida State University

Real Space Refinement of Protein Structure

Applied Topology Seminar, 3:35 p.m., 104 Love Building

Javier Arsuaga, Florida State University

Equilibrium Distributions of Topological States in Circular DNA: Supercoiling and Knotting

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Stripping the Yield Curve I

Computational Biology Soiree Series, 5:00 p.m., 555 IMB

Gordon Erlebacher, Florida State University

Overview of the Capabilities of the New Teraflop Machine

The Soiree Series provides an informal setting for interested researchers at FSU to discuss opportunities for doing computational biology at FSU, and in particular opportunities for forming collaborations to get funding.

Wednesday: 23 February 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Victoria Sapko, Florida State University

Numerical Semigroups and Polynomial Rings

No (Real) Analysis Seminar, 1:25 p.m., 204B Love Building

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Florida State University

Quadratic Differentials and the Associated Foliations

Thursday: 24 February 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Promod Mehndiratta, Florida State University

[ topic to be announced ]

Algebra Seminar, 2:00 p.m., 104 Love Building

Paolo Aluffi, Florida State University

Riemann-Hurwitz

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Angular Momentum Operators, Part I: The Basics

Special Guest Lecture, 3:35 p.m., 200 Love Building

Scott Mixon, Warburg Dillon Read

Factors Explaining Movements in the Implied Volatility Surface

This talk explores the relationship of changes in the index implied volatility surface to economic state variables. Three latent variables are sufficient to explain 90% of the variation in the surface, but observable variables have explanatory ability confined largely to options with less than 1 year to expiration. Index returns, both domestic and foreign, significantly affect option volatility at all maturities, as do changes in short rates. Changes in the slope of the yield curve affect options with less than 1 year to maturity.

Friday: 25 February 2000

No Colloquium Coffee, 3:00 p.m., 204 Love Building
No Colloquium, 3:30 p.m., 101 Love Building

[ Join Financial Mathematics Festival ]

Financial Mathematics Festival, 3:00 p.m., 4th Floor Dirac

Larry R. Abele, Deutch Asset Management

How Indexing Affects Active Portfolio Management

A revolution is taking place in money management with the creation of index funds and the benchmarking of active managers. I will look at the implications to the industry and speculate that manager skill (the ability to add value to a benchmark) will become a traded derivative.

Financial Mathematics Festival, 4:00 p.m., 4th Floor Dirac

Reception

Financial Mathematics Festival, 4:30 p.m., 4th Floor Dirac

Robert F. Almgren, University of Chicago

Modeling Liquidity Risk

In carrying out a large portfolio transaction, a trader must balance the liquidity premium he must pay to trade rapidly, against the uncertainty of future prices to which he is exposed by trading slowly. Using a simple model for how trading moves prices, and using a simple utility function formulation for balancing risk against known costs, we apply the calculus of variations to determine an optimal trading strategy in terms of a few market parameters. We argue that these solutions are a realistic mathematical formulation of traders' intuition about optimal trading. We examine actual US stock market data to estimate the parameters in our model, and show that the time scales characterizing optimal liquidation strategies vary by several orders of magnitude across the market. Copies of the working paper are available on our Web page at http://finmath.uchicago.edu/~almgren/optliq/

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Pedro Arce, Chemical Engineering and GFDI, Florida State University

Microhemodynamics of Arterial Stenosis Domains: An Analysis Based on Approximate and Scaling Models of the Hemodynamics

After introducing the subject of "microhemodynamics" and its relation to arterial stenosis, the talk will be centered on the description of convective-diffusive transport of small particles (or cluster of particles) inside the stenosis domain.Two approaches will be discussed. The first one is based on lubrication approximation methods of the hemodynamics coupled with the area-averaging methodology for the species continuity equation. The second one is based on hemodynamics models obtained by scaling arguments of the hemodynamics coupled with the particle trajectory methodology. Needs for further research will be also addressed.

Saturday: 26 February 2000

Financial Mathematics Festival, 10:00 a.m.-12:30 p.m., 4th Floor Dirac

Scott Mixon, Warburg Dillon Read

Quantitative Jobs in Finance

Advice to job searchers from a relatively recent job searcher. The discussion covers the various types of jobs available and strategies for learning about job opportunities in the private sector. Emphasis is placed on details that quantitative job searchers often overlook.

Financial Mathematics Festival, 10:00 a.m.-12:30 p.m., 4th Floor Dirac

Panel Discussion (Abele, Almgren, Mixon)

Jobs!

Seminars and colloquia at "that other" university [a.k.a. the University of Florida]

Coming Attractions

Tuesday: 29 February 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Paul Selvin, University of Illinois at Urbana

Conformational Changes in Ion Channels and Actomyosin Measured by Advanced Fluorescence Methods

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Stripping the Yield Curve II

Wednesday: 1 March 2000

No Graduate Student Seminar, 11:15 a.m., 204B Love Building

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Economics, Florida State University

Teichmueller Extremal Mapping Theorem

Thursday: 2 March 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Angular Momentum Operators, Part II: Application to the Central Force Problem

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Steve Perfect, FL Power & Light

Energy Marketing

Will discuss energy marketing. See also Webb, 1999 Financial Mathematics Festival

Friday: 3 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Helen Yee, NASA Ames Research Center

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

[ Join the Departmental Colloquium ]

Monday-Friday: 6 - 10 March 2000 SPRING BREAK [no classes]

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Wayne Bolen, University of Texas

The Osmophobic Effect: A Fundamental Thermodynamic Force in Protein Folding

Wednesday: 15 March 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Jennifer Mann, Florida State University

[ topic to be announced ]

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Economics, Florida State University

Riemann Surfaces as Algebraic Plane Curves

Thursday: 16 March 2000

Structural Biology/Biochemistry Seminar (Division & Department Speaker), 11:15 a.m., 555 IMB

Brian Matthews, University of Oregon

Proteins On, Off, and Around DNA

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Angular Momentum Operators, Part III Spin and Addition Rules

Friday: 17 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Yaacov Kopeliovich, Unigraphics Solutions

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Mike Mesterton-Gibbons, Florida State University

Winner and Loser Effects: An Evolutionary Game

Tuesday: 21 March 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Pam Twigg/Adrew Korostelev, Florida State University

[ topic to be announced ]

Thursday: 23 March 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Quantum Mixtures and Tensor Products

Friday: 24 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Larry Greller, Smith Kline Beecham
Miguel R. Visbal, Air Force Research Laboratory

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

[ Join the Departmental Colloquium ]

Tuesday: 28 March 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

John Caban/Elena Falkovskaia, Florida State University

[ topic to be announced ]

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Pamela Coats, Finance, Florida State University

[ topic to be announced ]

Wednesday: 29 March 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Steve Pennington, Florida State University

[ topic to be announced ]

Thursday: 30 March 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Einstein-Podolsky-Rosen (EPR) Paradoxes and Bell's Inequality

Friday: 31 March 2000

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Chris Homescu, Florida State University

Optimal Control of Karman Vortex Street

Tuesday: 4 April 2000

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Patrick F. Maroney, Risk Management & Insurance, Florida State University

(A discussion of professional standards and ethics.)

Wednesday: 5 April 2000

No Graduate Student Seminar, 11:15 a.m., 204B Love Building

Thursday: 6 April 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Harry Noller, University of California at Santa Cruz

[ topic to be announced ]

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Ensembles and Density Operators

Friday: 7 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Fred Gehring, University of Michigan

[ topic to be announced ]

Tuesday: 11 April 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Wayne Hubbell, University of California at Los Angeles

[ topic to be announced ]

Wednesday: 12 April 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

[ speaker to be announced ]

[ topic to be announced ]

Thursday: 13 April 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Schroedinger, Heisenberg, and Dirac Formulations of QM

Friday: 14 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Slava Matveev

[ topic to be announced ]

Tuesday: 18 April 2000

Structural Biology/Biochemistry Seminar, 11:15 a.m., 555 IMB

Dan Adamak/Alex Soares, Florida State University

[ topic to be announced ]

Thursday: 20 April 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Quantum Probability and Quantum Logic

Friday: 21 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Markus Rost, Institute for Advanced Study

[ topic to be announced ]

Thursday: 27 April 2000

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Algebraic QM--C* Algebras

Friday: 28 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Ilia Binder, Harvard University

[ topic to be announced ]

April [ day to be announced ]: [ date to be announced ]

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Option Pricing with GARCH Models

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