L3

In this presentation we discuss the Heston model with stochastic interest rates driven by Hull-White or Cox-Ingersoll-Ross processes.

We present approximations in the Heston-Hull-White hybrid model, so that a characteristic function can be derived and derivative pricing can be efficiently done using the Fourier Cosine expansion technique.

This pricing method, called the COS method, is explained in some detail.

We furthermore discuss the effect of the approximations in the hybrid model on the instantaneous correlations, and check the influence of the correlation between stock and interest rate on the implied volatilities.

This talk will be based on the article arXiv:1006.2788.

In this talk I will discuss "motivic" Donaldson-Thomas invariants, following the now not-so-recent paper of Kontsevich and Soibelman on this subject. I will, in particular, present some understanding of the mysterious notion of "orientation data," and present some recent work. I will of course do my best to make this talk "accessible," though if you don't know what a scheme or a category is it will probably make you cry.

Abstract: We will explain a certain natural way to project elements of

the mapping class to simple closed curves on subsurfaces. Generalizing

a coordinate system on hyperbolic space, we will use these projections

to describe a way to characterize elements of the mapping class group

in terms of these projections. This point of view is useful in several

applications; time permitting we shall discuss how we have used this

to prove the Rapid Decay property for the mapping class group. This

talk will include joint work with Kleiner, Minksy, and Mosher.

This talk will begin with an introduction to calibrations and calibrated submanifolds. Calibrated geometry generalizes Wirtinger's inequality in Kahler geometry by considering k-forms which are analogous to the Kahler form. A famous one-line proof shows that calibrated submanifolds are volume minimizing in their homology class. Our examples of manifolds with a calibration will come from complex geometry and from manifolds with special holonomy.

We will then discuss the deformation theory of the calibrated submanifolds in each of our examples and see how they differ from the theory of complex submanifolds of Kahler manifolds.

One may answer a question of Macintyre by showing that there are recursive existentially closed dimension groups.  One may build such groups having most of the currently known special properties of finitely generic dimension groups, though no finitely generic dimension group is arithmetic.

Whether as the sudoku puzzles of popular culture or as

restricted coloring problems on graphs or hypergraphs, completing partial

Latin squares and cubes present a framework for a variety of intriguing

problems. In this talk we will present several recent results on

completing partial Latin squares and cubes.