Past Forthcoming Seminars

Dr Yifan Hu
The talk will start with an introduction to recent development in Mathematica, with emphasis on numerical computing. This will be followed by a discussion of graph drawing algorithms for the display of relational information, in particular force directed algorithms. The talk will show that by employing multilevel approach and octree data structure, it is possible to achieve fast display of very large relational information, without compromising the quality.
  • Computational Mathematics and Applications Seminar
14 June 2004
Chris Potter
Complete stochastic volatility models provide prices and hedges. There are a number of complete models which jointly model an underlying and one or more vanilla options written on it (for example see Lyons, Schonbucher, Babbar and Davis). However, any consistent model describing the volatility of options requires a complex dependence of the volatility of the option on its strike. To date we do not have a clear approach to selecting a model for the volatility of these options
  • Stochastic Analysis Seminar