C4

We consider the problem of modelling the term structure of defaultable bonds, under minimal assumptions on the default time. In particular, we do not assume the existence of a default intensity and we therefore allow for the possibility of default at predictable times. It turns out that this requires the introduction of an additional term in the forward rate approach by Heath, Jarrow and Morton (1992). This term is driven by a random measure encoding information about those times where default can happen with positive probability.  In this framework, we  derive necessary and sufficient conditions for a reference probability measure to be a local martingale measure for the large financial market of credit risky bonds, also considering general recovery schemes. This is based on joint work with Thorsten Schmidt.

Abstract: We will consider a model theoretic approach to Gelfand-Naimark duality, from the point of view of (generalized) Zariski structures. In particular we will show quantifier elimination for compact Hausdorff spaces in the natural Zariski language. Moreover we may see a slightly unusual construction and tweak to the language, which improves stability properties of the structures.
 

In this meeting we will talk about the first two chapters of Robert Ghrist's book "Elementary Applied Topology". The book is freely available at the following link: https://www.math.upenn.edu/~ghrist/notes.html

 In the first meeting of the seminar we, and all participants who wish to do so, will each briefly introduce ourselves and our research interests. We will decide future talks and papers to read during this meeting.

Following the spirit of Grothendieck’s Esquisse d’un Programme, the Ihara/Oda-Matsumoto conjecture predicted a combinatorial description of the absolute Galois group of Q based on its action on geometric fundamental groups of varieties. This conjecture was resolved in the 90’s by Pop using anabelian techniques. In this talk, I will discuss some satronger variants of this conjecture, focusing on the more recent solutions of its pro-ell and mod-ell two-step nilpotent variants.
 

Numbers like the special values of the gamma and the Bessel functions or the Euler-Mascheroni constant are not expected to be periods in the usual sense of algebraic geometry. However, they can be regarded as coefficients of the comparison isomorphism between two cohomology theories associated to pairs consisting of an algebraic variety and a regular function: the de Rham cohomology of a connection with irregular singularities, and the so-called “rapid decay cohomology”. Following ideas of Kontsevich and Nori, I will explain how this point of view allows one to construct a Tannakian category of exponential motives over a subfield of the complex numbers. The upshot is that one can attach to exponential periods a Galois group that conjecturally governs all algebraic relations between them. Classical results and conjectures in transcendence theory may be reinterpreted in this way. No prior knowledge of motives will be assumed, and I will focus on examples rather than on the more abstract aspects of the theory. This is a joint work with P. Jossen (ETH Zürich).

Beilinson has given a motivic construction of the Eisenstein cohomology on modular curves. This makes it possible to define Eisenstein classes in Deligne-Beilinson, syntomic, and ´etale cohomology. These Eisenstein classes can be computed in terms of real analytic and p-adic Eisenstein series or modular units. The resulting explicit expressions allow to prove results on special values of classical and p-adic L-functions and lead to explicit reciprocity laws. Harder has more generally defined and studied the Eisenstein cohomology for Hilbert modular varieties by analytic methods. In this talk we will explain a motivic and in particular algebraic construction of Harder’s Eisenstein cohomology classes, which generalizes Beilinson’s result. This opens the way to applications, similar as for modular curves, in the case of Hilbert modular varieties.