Math Club Colloquium

2013 - 2014

Welcome to the Math Club Colloquium pages! Here you will find a record of colloquium talks dating back to 2010. Talks are accessible to a broad audience of students and faculty in mathematics and related disciplines. It is usually held during common hour on Tuesdays from 12:30 pm - 1:30 pm, but the day, time and location does change so please note the details listed by each talk.

Academic Year 2013 - 2014

Speaker: Zhenyu Cui (Brooklyn College)
Date: Tuesday September 17, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: An overview of volatility derivatives and recent developments
Abstract: In this talk, I give an overview of the history and development of volatility derivatives, including variance/volatility swaps, options on variance/volatility, target volatility options, and timer options (or mileage options). I shall discuss the financial motivations behind these volatility derivatives products, review the literature, and also talk about some of my research in this area.

Speaker: Minqiang Li (Bloomberg LLC)
Date: Tuesday September 24, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: Approximation Methods in Derivatives Pricing
Abstract: In this talk, I will review various approximation methods that have been proposed to price financial derivatives, including moment matching, PDE perturbation, lower and upper bounds, distributional approximation, etc. The focus will then be shifted towards PDE perturbation methods with applications to pricing exotic derivatives such timer options.

Speaker: Nancy Griffeth (Lehman College)
Date: Tuesday October 1, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: 2014 NSF-CMACS Workshop at Lehman College
Abstract: Every January since 2010, we have held an undergraduate workshop on a quantitative biology topic at Lehman College. The 2014 topic is Cellular Signaling Pathways. Fifteen students are selected from the applicants to attend the workshop each year, and they receive a stipend of $1000. Several students from Brooklyn have attended and have been valued participants. In addition, many of them have gone on to internships or doctoral programs at prestigious institutions.

Event: Math Clinic: The Math Club's tutoring session for lower division math courses
Date: Tuesday October 15 and 22, 2013
Time: 12:30 pm - 2:30 pm
Location: 1127N

Speaker: Martin Raphan (Brooklyn College)
Date: Tuesday Oct 29, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: Empirical Bayes and Stein’s Lemma, with Applications (Engineering & Financial)
Abstract: A universal problem that arises across many disciplines is that of gathering information about an environment, subject to unavoidable imperfections in the measurement process. Of fundamental importance, then, is learning to estimate uncorrupted signals based on corrupted measurements. Classical solutions to this problem rely on prior information about the measured environment, either assumed, or learned during a training phase where uncorrupted data is available. In many situations, however, uncorrupted data is never available, so there can be no training and no basis for prior assumptions. In this talk, I will describe a general statistical framework for solving this estimation problem without prior information, relying only on knowledge of how the corruption process works. I will discuss the relationship between this framework, Stein's Lemma and Empirical Bayes. I will also discuss applications of these methodologies to Engineering and Finance.

Event: Halloween Party
Date: Thursday October 31, 2013
Time: 12:30 pm - 1:30 pm
Location: Math Library

Speaker: Sophia Suarez (Brooklyn College)
Date: Tuesday November 5, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: Pressure and temperature dependence of the deuteron spin-lattice relaxation times (T1) in ionic liquids

Speaker: Juan Amayo (Math for America)
Date: Tuesday November 19, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: Math for America Information Session

Speaker: Gregory Boutis (Brooklyn College)
Date: Tuesday December 3, 2013
Time: 12:30 pm - 1:30 pm
Location: 1127N

Title: Measurement of the spin diffusion rate in a rigid solid via NMR
Abstract: An important question for many-body systems is how microscopic quantum mechanical parameters influence a corresponding dynamic at the macroscopic scale. Single crystal of calcium fluoride is an ideal test system for experimental investigation of such phenomenon-the spin degrees of freedom are well defined, relaxation times can be very long, and internal dynamics such as spin diffusion are kinematically simple. Experimentally, one can control the nuclear spin system by average Hamiltonian theory, developed by J. S. Waugh and coworkers, to study how a microscopic quantum property such as a spin state affects a macroscopic observable, such as a spin diffusion rate. A method of measuring diffusion in magnetic resonance is to encode a spatial modulation of magnetization in a sample and then measure it's attenuation over time. The difficulty in measuring spin diffusion in solid crystals by these scattering methods is that the spin diffusion rate is very slow (of an order 1 x 10^-12 cm^2/s) and hence the displacement of spin coherence is very small (approximately 1 micron per hour). The experimental challenge for probing these dynamics is that a spatial modulation of the nuclear spin magnetization must be created with a wavelength on these length scales. In this talk I will describe the method by which spin diffusion can be measured, in addition to a scheme by which the homonuclear dipolar Hamiltonian can be effectively turned-off in NMR using average Hamiltonian methods. The talk will include a discussion of the measurement of the spin diffusion rate of a two-spin correlated state (dipolar order) in addition to a state that is linear in spin operators (Zeeman order) and comparison with theoretical predictions.