Mathematics of Random Systems Filming Student Lectures Meet The
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Santiago Schnell, Dphil (Oxon), FRSC Education Postdoctoral Training
CURRICULUM VITAE 1st July 2021 Santiago Schnell, DPhil (Oxon), FRSC John A. Jacquez Collegiate Professor of Physiology Professor, Molecular and Integrative Physiology Professor, Computational Medicine and Bioinformatics William K. Brehm Investigator, Brehm Center for Diabetes Research Chair, Department of Molecular & Integrative Physiology The University of Michigan Medical School Enquires: +1-734-763-5727 Department of Molecular & Integrative Physiology Assistant: +1-734-764-4376 7744C Medical Science II Direct: +1-734-615-8733 1137 E. Catherine St. Fax: +1-734-936-8813 Ann Arbor, MI 48109-5622 E-mail: [email protected] USA Web: www.med.umich.edu/schnell-lab/ Effectively, 1st September 2021 William K. Warren Foundation Dean of the College of Science The University of Notre Dame Education 10/1991-12/1996 License in Biology, Universidad Simón Bolívar, Venezuela (Awarded: 24 Jan 1997). Dissertation: Descripción Teórica de la Reacción en Cadena de la Polimerasa. Advisor: Prof. Claudio Mendoza 10/1998-07/2002 Doctor of Philosophy (Mathematics), University of Oxford, UK (Awarded: 8 Nov 2003). Dissertation: On the Quasi-Steady-State Approximation: Enzyme- substrate reactions as a case study. Advisor: Prof. Philip K. Maini, FRS Postdoctoral Training 10/2001-07/2004 Junior Research Fellow, Christ Church, University of Oxford, UK. Mentor: Prof. Philip K. Maini, FRS 12/2002-07/2004 Ordinary Research Fellow of the Wellcome Trust, Centre for Mathematical Biology, Mathematical Institute, University of Oxford, UK, Mentors: Prof. Philip K. Maini, FRS -
Blueprint Staff Magazine for the University of Oxford | September 2016
blueprint Staff magazine for the University of Oxford | September 2016 Chemistry’s organic growth | Secrets of successful spelling | Oxford time News in brief u Oxford has topped the Times Higher research fellow at the college, set off at 6.30am Education World University Rankings for and arrived at Homerton, Harris Manchester’s 2016–17 – the first time in the 13-year history of twin college, in the afternoon. OxfordUniversity Images/Rob Judges the rankings that a UK institution has secured the top spot. The rankings judge research-intensive u The University’s phone system is being universities across five areas: teaching, research, replaced by a new service called Chorus. citations, international outlook and knowledge The service is being rolled out on a building- transfer. In total UK institutions took 91 of the by-building basis between autumn 2016 and 980 places, with the University of Cambridge spring 2018. Chorus will deliver replacement (fourth) and Imperial College London (eighth) phones together with access to a web portal, also making the top ten. which will provide additional functionality such as managing your voicemail, accessing u The University and local NHS partners have your call history, and sending and receiving won £126.5m to support medical research. instant messages. Details at https://projects.it. The money, from the National Institute for ox.ac.uk/icp. Health Research, includes £113.7m for the existing University of Oxford/Oxford University u The University has opened a new nursery Hospitals Biomedical Research Centre, and on the Old Road Campus in Headington, £12.8m for a new Biomedical Research Centre bringing the total number of University-owned specialising in mental health and dementia, nurseries to five. -
Elect Your Council
Volume 41 • Issue 3 IMS Bulletin April/May 2012 Elect your Council Each year IMS holds elections so that its members can choose the next President-Elect CONTENTS of the Institute and people to represent them on IMS Council. The candidate for 1 IMS Elections President-Elect is Bin Yu, who is Chancellor’s Professor in the Department of Statistics and the Department of Electrical Engineering and Computer Science, at the University 2 Members’ News: Huixia of California at Berkeley. Wang, Ming Yuan, Allan Sly, The 12 candidates standing for election to the IMS Council are (in alphabetical Sebastien Roch, CR Rao order) Rosemary Bailey, Erwin Bolthausen, Alison Etheridge, Pablo Ferrari, Nancy 4 Author Identity and Open L. Garcia, Ed George, Haya Kaspi, Yves Le Jan, Xiao-Li Meng, Nancy Reid, Laurent Bibliography Saloff-Coste, and Richard Samworth. 6 Obituary: Franklin Graybill The elected Council members will join Arnoldo Frigessi, Steve Lalley, Ingrid Van Keilegom and Wing Wong, whose terms end in 2013; and Sandrine Dudoit, Steve 7 Statistical Issues in Assessing Hospital Evans, Sonia Petrone, Christian Robert and Qiwei Yao, whose terms end in 2014. Performance Read all about the candidates on pages 12–17, and cast your vote at http://imstat.org/elections/. Voting is open until May 29. 8 Anirban’s Angle: Learning from a Student Left: Bin Yu, candidate for IMS President-Elect. 9 Parzen Prize; Recent Below are the 12 Council candidates. papers: Probability Surveys Top row, l–r: R.A. Bailey, Erwin Bolthausen, Alison Etheridge, Pablo Ferrari Middle, l–r: Nancy L. Garcia, Ed George, Haya Kaspi, Yves Le Jan 11 COPSS Fisher Lecturer Bottom, l–r: Xiao-Li Meng, Nancy Reid, Laurent Saloff-Coste, Richard Samworth 12 Council Candidates 18 Awards nominations 19 Terence’s Stuff: Oscars for Statistics? 20 IMS meetings 24 Other meetings 27 Employment Opportunities 28 International Calendar of Statistical Events 31 Information for Advertisers IMS Bulletin 2 . -
Mothers in Science
The aim of this book is to illustrate, graphically, that it is perfectly possible to combine a successful and fulfilling career in research science with motherhood, and that there are no rules about how to do this. On each page you will find a timeline showing on one side, the career path of a research group leader in academic science, and on the other side, important events in her family life. Each contributor has also provided a brief text about their research and about how they have combined their career and family commitments. This project was funded by a Rosalind Franklin Award from the Royal Society 1 Foreword It is well known that women are under-represented in careers in These rules are part of a much wider mythology among scientists of science. In academia, considerable attention has been focused on the both genders at the PhD and post-doctoral stages in their careers. paucity of women at lecturer level, and the even more lamentable The myths bubble up from the combination of two aspects of the state of affairs at more senior levels. The academic career path has academic science environment. First, a quick look at the numbers a long apprenticeship. Typically there is an undergraduate degree, immediately shows that there are far fewer lectureship positions followed by a PhD, then some post-doctoral research contracts and than qualified candidates to fill them. Second, the mentors of early research fellowships, and then finally a more stable lectureship or career researchers are academic scientists who have successfully permanent research leader position, with promotion on up the made the transition to lectureships and beyond. -
Twenty Female Mathematicians Hollis Williams
Twenty Female Mathematicians Hollis Williams Acknowledgements The author would like to thank Alba Carballo González for support and encouragement. 1 Table of Contents Sofia Kovalevskaya ................................................................................................................................. 4 Emmy Noether ..................................................................................................................................... 16 Mary Cartwright ................................................................................................................................... 26 Julia Robinson ....................................................................................................................................... 36 Olga Ladyzhenskaya ............................................................................................................................. 46 Yvonne Choquet-Bruhat ....................................................................................................................... 56 Olga Oleinik .......................................................................................................................................... 67 Charlotte Fischer .................................................................................................................................. 77 Karen Uhlenbeck .................................................................................................................................. 87 Krystyna Kuperberg ............................................................................................................................. -
978-961-293-071-4.Pdf PUBLIC LECTURES 53
CONTENTS 8th European Congress of Mathematics 20–26 June 2021 • Portorož, Slovenia PLENARY SPEAKERS 1 Presentation of Plenary, Invited, Public, Abel and Prize Speakers at the 8ECM Edited by INVITED SPEAKERS 11 Nino Bašic´ Ademir Hujdurovic´ Klavdija Kutnar THE EMS PRIZES 33 Tomaž Pisanski Vito Vitrih THE FELIX KLEIN PRIZE 43 Published by University of Primorska Press THE OTTO NEUGEBAUER PRIZE 45 Koper, Slovenia • www.hippocampus.si © 2021 University of Primorska ABEL LECTURE 49 Electronic Edition https://www.hippocampus.si/ISBN/978-961-293-071-4.pdf PUBLIC LECTURES 53 https://www.hippocampus.si/ISBN/978-961-293-072-1/index.html https://doi.org/10.26493/978-961-293-071-4 Kataložni zapis o publikaciji (CIP) pripravili v Narodni in univerzitetni knjižnici v Ljubljani COBISS.SI-ID = 65201411 ISBN 978-961-293-071-4 (pdf) ISBN 978-961-293-072-1 (html) PLENARY SPEAKERS 8th European Congress of Mathematics Plenary Speakers Peter Bühlmann Nirenberg, from the Courant Institute, New York University, 1994. Following his PhD, he has held the positions of Member of the Institute for Advanced ETH Zürich Study, Princeton, 1994–95; Habilitation à diriger des recherches, Université Pierre et Marie Curie-Paris VI, 1998; Harrington Faculty Fellow, The University of Texas at Austin, 2001–02; and Tenure Associate Professor, The University Biosketch of Texas at Austin, 2002–03. Since 2003, he has been an ICREA Research Peter Bühlmann is Professor of Mathematics and Professor at the Universitat Politècnica de Catalunya. He received the Kurt Statistics, and Director of Foundations of Data Science at ETH Zürich. He Friedrichs Prize, New York University, 1995, and is a Fellow of the American studied mathematics at ETH Zürich and received his doctoral degree in 1993 Mathematical Society, inaugural class of 2012. -
LMS – EPSRC Durham Symposium
LMS – EPSRC Durham Symposium Anthony Byrne Grants and Membership Administrator 12th July 2016, Durham The work of the LMS for mathematics The charitable aims of the Society: Funding the advancement of mathematical knowledge Encouraging mathematical research and collaboration ’, George Legendre Celebrating mathematical 30 Pieces achievements Publishing and disseminating mathematical knowledge Advancing and promoting mathematics The attendees of the Young Researchers in Mathematics Conference 2015, held at Oxford Historical Moments of the London Mathematical Society 1865 Foundation of LMS at University College London George Campbell De Morgan organised the first meeting, and his father, Augustus De Morgan became the 1st President 1865 First minute book list of the 27 original members 1866 LMS moves to Old Burlington House, Piccadilly J.J. Sylvester, 2nd President of the Society. 1866 Julius Plûcker Thomas Hirst Plûcker Collection of boxwood models of quartic surfaces given to Thomas Archer Hirst, Vice- President of LMS, and donated to the Society 1870 Move to Asiatic Society, 22 Albemarle Street William Spottiswoode, President 1874 Donation of £1,000 from John William Strutt (Lord Rayleigh) Generous donation enabled the Society to publish volumes of the Proceedings of the London Mathematical Society. J.W. Strutt (Lord Rayleigh), LMS President 1876-78 1881 First women members Charlotte Angas Scott and Christine Ladd 1884 First De Morgan medal awarded to Arthur Cayley 1885 Sophie Bryant First woman to have a paper published in LMS Proceedings 1916 Return to Burlington House the home of LMS until 1998 1937 ACE ’s Automatic Turing LMS Proceedings, 1937 Computing Engine, published Alan Turing’s first paper 1950 On Computable Numbers 1947 Death of G.H. -
The BEST WRITING on MATHEMATICS
The BEST WRITING on MATHEMATICS 2012 The BEST WRITING on MATHEMATICS 2012 Mircea Pitici, Editor FOREWORD BY DAVID MUMFORD P RI NC E TO N U N IVER S I T Y P RE SS P RI NC E TO N A N D OX FORD Copyright © 2013 by Princeton University Press Published by Princeton University Press, 41 William Street, Princeton, New Jersey 08540 In the United Kingdom: Princeton University Press, 6 Oxford Street, Woodstock, Oxfordshire OX20 1TW press.princeton.edu All Rights Reserved ISBN 978- 0- 691-15655-2 This book has been composed in Perpetua Printed on acid- free paper. ∞ Printed in the United States of America 1 3 5 7 9 10 8 6 4 2 For my parents Contents Foreword: The Synergy of Pure and Applied Mathematics, of the Abstract and the Concrete DAVID MUMFORD ix Introduction MIRCEA PITICI xvii Why Math Works MARIO LIVIO 1 Is Mathematics Discovered or Invented? TIMOTHY GOWERS 8 The Unplanned Impact of Mathematics PETER ROWLETT 21 An Adventure in the Nth Dimension BRIAN HAYES 30 Structure and Randomness in the Prime Numbers TERENCE TAO 43 The Strangest Numbers in String Theory JOHN C. BAEZ AND JOHN HUERTA 50 Mathematics Meets Photography: The Viewable Sphere DAVID SWART AND BRUCE TORRENCE 61 Dancing Mathematics and the Mathematics of Dance SARAH- MARIE BELCASTRO AND KARL SCHAFFER 79 Can One Hear the Sound of a Theorem? ROB SCHNEIDERMAN 93 Flat- Unfoldability and Woven Origami Tessellations ROBERT J. LANG 113 A Continuous Path from High School Calculus to University Analysis TIMOTHY GOWERS 129 viii Contents Mathematics Teachers’ Subtle, Complex Disciplinary Knowledge BRENT DAVIS 135 How to Be a Good Teacher Is an Undecidable Problem ERICA FLAPAN 141 How Your Philosophy of Mathematics Impacts Your Teaching BONNIE GOLD 149 Variables in Mathematics Education SUSANNA S. -
Liquidity at Risk Joint Stress Testing of Liquidity and Solvency Risk
Liquidity at Risk Joint Stress Testing of Liquidity and Solvency Risk Rama Cont & Artur Kotlicki University of Oxford Laura Valderrama International Monetary Fund 1 Solvency stress testing 2 Solvency Risk • Solvency risk is driven by the difference in firm’s asset values and its liabilities. • Bank stress testing, which has become a key tool for bank supervisors, has also mainly focused on solvency risk. • Regulation of insurance companies also focused on solvency risk (Solvency II, Swiss Solvency test). • However, solvency risk does not give the full picture – we have spectacular failures of SIFIs due to lack of liquidity: • Bear Stearns held excess capital at the time of its default. • AIG, which failed to fulfill large payment triggered by a downgrade, was not insolvent at the time of failure. • Banco Popular, which failed through a lack of liquidity in 2017, displayed a capital ratio 6:6% in the 2016 EBA adverse scenario. 3 Liquidity Risk and Default • Liquidity risk: failure to meet a short-term payment obligation. • Default of payment is the legal definition of default. • Inherent risk to instability in short-term funding (e.g. debt roll-over risk) and cash-flows (e.g. variation margin). • Supervision and regulation of bank liquidity: • Liquidity Coverage Ratio (LCR): banks to hold liquidity provision for expected outflows over 30-day time horizon. • Net Stable Funding Ratio (NSFR): limits over-reliance on short-term wholesale funding and aims to increase funding stability. • Liquidity stress testing: e.g. ECB’s 2019 sensitivity analysis of liquidity risk (LiST) typically done separately from solvency stress testing. 4 Liquidity Risk Defining liquidity requires the introduction of a horizon T. -
7Th International Young Finance Scholars' Conference
7th International Young Finance Scholars' Conference 12-13 JULY 2021 Event Programme ZOOM PHBS UK CAMPUS Register at http://www.pku.org.uk/iyfs 1 Table of Contents Programme Overview ................................................................................................................................... 3 Welcome to the 7th IYFS Conference .............................................................................................................. 4 Registration .................................................................................................................................................. 5 How to register ......................................................................................................................................................5 Where to find your tickets ......................................................................................................................................5 What to do if your tickets are missing .....................................................................................................................5 Conference Organization .............................................................................................................................. 5 About Zoom breakout rooms .................................................................................................................................5 Eventbrite online event page..................................................................................................................................6 -
Remarkable Physicists: from Galileo to Yukawa
Remarkable Physicists From Galileo to Yukawa The 250 years from the second half of the seventeenth century saw the birth of modern physics and its growth into one of the most successful of the sciences.The reader will find here the lives of fifty of the most remarkable physicists from that era described in brief biographies.All the characters profiled have made important contributions to physics, through their ideas, through their teaching, or in other ways.The emphasis is on their varied life-stories, not on the details of their achievements, but, when read in sequence, the biographies, which are organized chronologically, convey in human terms something of the way in which physics was created.Scientific and mathematical detail is kept to a minimum, so the reader who is interested in physics, but perhaps lacks the background to follow technical accounts, will find this collection an inviting and easy path through the subject’s modern development. Remarkable Physicists From Galileo to Yukawa Ioan James Mathematical Institute, Oxford cambridge university press Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo Cambridge University Press The Edinburgh Building, Cambridge cb2 2ru, UK Published in the United States of America by Cambridge University Press, New York www.cambridge.org Information on this title: www.cambridge.org/9780521816878 © Ioan James 2004 This publication is in copyright. Subject to statutory exception and to the provision of relevant collective licensing agreements, no reproduction of any part may take -
Model Uncertainty and Its Impact on Derivative Instruments
Mathematical Finance, Vol. 16, No. 3 (July 2006), 519–547 MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS RAMA CONT Centre de Math´ematiques Appliqu´ees, Ecole Polytechnique, Palaiseau, France Uncertainty on the choice of an option pricing model can lead to “model risk” in the valuation of portfolios of options. After discussing some properties which a quan- titative measure of model uncertainty should verify in order to be useful and relevant in the context of risk management of derivative instruments, we introduce a quantita- tive framework for measuring model uncertainty in the context of derivative pricing. Two methods are proposed: the first method is based on a coherent risk measure com- patible with market prices of derivatives, while the second method is based on a convex risk measure. Our measures of model risk lead to a premium for model uncertainty which is comparable to other risk measures and compatible with observations of mar- ket prices of a set of benchmark derivatives. Finally, we discuss some implications for the management of “model risk.” KEY WORDS: model uncertainty, Knightian uncertainty, option pricing, incomplete markets, volatility, ambiguity, coherent risk measures, convex risk measures 1. INTRODUCTION In March 1997, Bank of Tokyo/Mitsubishi announced that its New York-based deriva- tives unit had suffered a $83 million loss because their internal pricing model overvalued a portfolio of swaps and options on U.S. interest rates. A few weeks later, NatWest Capital Markets announced a £50 million loss because of a mispriced portfolio of German and U.K. interest rate options and swaptions run by a single-derivatives trader in London.