Scientific

Diffusion Models for Systemic Risk 1

Speaker: 
Jean-Pierre Fouque
Date: 
Mon, Jul 21, 2014
Location: 
PIMS, University of British Columbia
Conference: 
The Economics and Mathematics of Systemic Risk and Financial Networks
Abstract: 

We will present inter-bank borrowing and lending models based on systems of coupled diffusions. First-passage models will 
be reviewed and applied to mean-field type models in order to illustrate systemic events and compute their probability via 
large deviation theory. Then, a game feature will be introduced and Nash equilibria will be derived or approximated using the 
Mean Field Game approach.

Class: 
Scientific
Subject: 
Mathematics
Econometrics
Applied Mathematics

Over the Counter Markets

Author: 
Darrell Duffie
Date: 
Thu, Jul 17, 2014
Location: 
PIMS, University of British Columbia
Conference: 
The Economics and Mathematics of Systemic Risk and Financial Networks
Abstract: 

This lecture is part of a series on "Risk Sharing in Over-the-Counter Markets"

Notes: 
PDF icon PIMS-2014-Duffie-Lecture2.pdf
Class: 
Scientific
Subject: 
Mathematics
Econometrics
Applied Mathematics

Financial System Architecture

Author: 
Darrell Duffie
Date: 
Wed, Jul 16, 2014
Location: 
PIMS, University of British Columbia
Conference: 
The Economics and Mathematics of Systemic Risk and Financial Networks
Abstract: 

These lecture notes are part of a series on "Risk Sharing in Over-the-Counter Markets"

Notes: 
PDF icon PIMS-2014-Duffie-Lecture1.pdf
Class: 
Scientific
Subject: 
Mathematics
Econometrics
Applied Mathematics

2014 West Coast Algebraic Topology Summer School

Conference: 
2014 West Coast Algebraic Topology Summer School
Date: 
Mon, Jul 7, 2014 to Sat, Jul 12, 2014
Class: 
Scientific
Subject: 
Mathematics

PIMS-SFU Undergraduate Summer School on Multiple Zeta Values

Featured lecturer: Mike Hoffman

Conference: 
PIMS-SFU Undergraduate Summer School on Multiple Zeta Values
Date: 
Mon, Jul 7, 2014 to Fri, Aug 1, 2014
Class: 
Scientific
Subject: 
Mathematics

Duality Notes

Author: 
Dominic Culver
Mitchell Faulk
Date: 
Mon, Jul 7, 2014
Location: 
PIMS, University of British Columbia
Conference: 
West Coast Algebraic Topology Summer School
Abstract: 

These are notes for the Duality talk presented as part of the West Coast Algebraic Toplogy Summer School.

Notes: 
PDF icon Duality Notes.pdf
Class: 
Scientific
Subject: 
Mathematics
Topology

Verlinde Algebra

Author: 
Lee Cohn
Date: 
Fri, Jul 11, 2014
Location: 
PIMS, University of British Columbia
Conference: 
West Coast Algebraic Topology Summer School
Abstract: 

Lecture Notes on Verlinde Algebra

Notes: 
PDF icon VerlindeAlgebra1.pdf
Class: 
Scientific
Subject: 
Mathematics
Topology

WCATSS Problem Set 5

Author: 
WCATSS
Date: 
Fri, Jul 11, 2014
Location: 
PIMS, University of British Columbia
Conference: 
West Coast Algebraic Topology Summer School
Abstract: 

This is the third problem of the West Coast Algebraic Topology Summer School (WCATSS)

Notes: 
PDF icon ProblemSet5.pdf
Class: 
Scientific
Subject: 
Mathematics
Topology

WCATSS Problem Set 4

Author: 
WCATSS
Date: 
Thu, Jul 10, 2014
Location: 
PIMS, University of British Columbia
Conference: 
West Coast Algebraic Topology Summer School
Abstract: 

This is the third problem of the West Coast Algebraic Topology Summer School (WCATSS)

Notes: 
PDF icon ProblemSet4.pdf
Class: 
Scientific
Subject: 
Mathematics
Topology

WCATSS Problem Set 3

Author: 
WCATSS
Date: 
Wed, Jul 9, 2014
Location: 
PIMS, University of British Columbia
Conference: 
West Coast Algebraic Topology Summer School
Abstract: 

This is the third problem of the West Coast Algebraic Topology Summer School (WCATSS)

Notes: 
PDF icon ProblemSet3 (2).pdf
Class: 
Scientific
Subject: 
Mathematics
Topology

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