Wednesday, March 1, 2006
6:30pm – 8:00pm
Higgins Labs 230
Advanced MATLAB Tutorial
Second course using complex functions in MATLAB. Topics planned to be covered include advanced plotting, ODE solvers, and strings writing MATLAB functions. Syntax will be shown with examples to better develop an understanding of the program.
Monday, February 20, 2006
6:30pm – 8:00pm
Higgins Labs 230
MATLAB Introductory Tutorial
Many classes at WPI use MATLAB. SIAM will host this introductory tutorial for people with very little to no experience with MATLAB. Basics commands and syntax will be shown with examples to better develop an understanding of the program.
February 2006
Job Candidate Talks for Undergraduates
Sponsered by: WPI Math Department
The following speakers are candidates for faculty positions in the Department of Mathematical Sciences. They will each give a talk intended for undergraduate students at the times and locations given below. It is quite important that students attend for we need your feedback in assessing the candidates. Pizza and drinks will be served.
| Name | Current University | Date | Room | Time |
| Prof. Luis Roman | WPI | Monday, 2/13 | SH203 | 4-5pm |
| Prof. Dmitry Ostrovsky | Lehigh University, PA | Thursday, 2/16 | SH203 | 4-5pm |
| Prof. Cody Hyndman | University of Calgary, Canada | Monday, 2/20 | SH203 | 4-5pm |
| Prof. Marcel Blais | WPI | Thursday, 2/23 | SH203 | 4-5pm |
| Prof. Juyoung Lim | University of Texas at Austin | Wednesday, 3/1 | SH202 | 4-5pm |
Thursday, February 2, 2006 – Monday, February 6, 2006
COMAP Mathematical Contest in Modelling (MCM)
Sponsered by: SIAM and CIMS
This is an annual contest where teams of undergraduates use mathematical modeling to present their solutions to real world problems.
Over 500 institutions around the world participate in this fun, intense, challenging, weekend-long contest.
The Math department at WPI can send up to two teams, each with 3 or 2 members. On the contest weekend, teams will log onto the MCM Problem web site and choose one of the two modeling problems given to work on.
Team members work all weekend on the problem and then end all work on the solution paper by 8 pm on Monday.
WPI is being represented by four teams this year:
- Yang (Russell) Gao (MAC), Eric Mbakop (MA, AE), Sayan Mondal (PH)
- Eyuel Abebe (PH, ECE), Ergys Subashi (PH), Alexander Levy (ECE, PH)
- Eric Griffel (MA), Derek Radtke (CS), Nathan Krach (PS)
- Bhargav Kemburi (ECE, ME), Alexandru Savoiu
For more information visit MCM: The Mathematical Contest in Modeling
Wednesday, December 7, 2005
4:00pm
Washburn Shops 229
Financial Mathematics
Nafi Diallo
Financial Mathematics (also known as Financial Engineering or Computational Finance) is a form of finance which relies on mathematical finance and computer simulations to make trading, hedging and investment decisions, as well as facilitating the risk management of those decisions. Utilizing various methods, Financial Mathematics aims to precisely determine the financial risk that certain financial instruments create.Areas where computational finance techniques are employed include:
- Investment banking
- Corporate strategic planning
- Securities trading and risk management
- Derivatives trading and risk management
- Investment management
One of the major the innovations in the field are Credit Derivatives. They were started in the 1990s to fill the need of various actors in the industry to either eliminate or reduce Credit Risk or give them exposure to a certain financial instrument.
The simplest form of Credit Derivatives is the Credit Default Swap which is a form of insurance. Pricing these financial instruments are done using two valuation methods: the Structural approach method and the reduced form approach method.
In this talk, I will present credit default swaps, their use and how they are valued. I will also share ideas about the field of Financial Maths and about my job search experience in general.
Wednesday, November 2, 2005
7:00pm
Stratton Hall 306
MATLAB Introductory Tutorial
Many classes at WPI use MATLAB. SIAM will host this introductory tutorial for people with very little to no experience with MATLAB. Basics commands and syntax will be shown with examples to better develop an understanding of the program.
Tuesday, September 27, 2005
4:00pm, Higgins Labs 116
Insuring you End where you Begin: Calculating Periodic Solutions
Joe Simonis
Many real world problems have periodic solutions; some examples include predator-prey models and fluid flows. An interesting question is: “How does the periodic solution change as a parameter of the system is varied?” I will first formulate the problem as a root finding problem within a continuation framework and then present an iterative method for solving the problem. Results of the method applied to a two specie chemical reaction called the Brusselator problem will also be shown. A portion of this work was done during an internship at Sandia National Laboratories under the direction of Andrew Salinger.