D-MATH Weekly BulletinNews and Events (in particular 'Research Seminars') at D-MATH, ETH Zurichen-us
http://www.fim.math.ethz.ch/bulletin
Wed, 01 Jul 2015 03:50:50 +020060Felix Janda - Relations in the Tautological Ring<h2 color="grey">Doctoral Exam</h2><h1>Relations in the Tautological Ring</h1><br /><font color="grey">Speaker:</font> Felix Janda, Examiner: Prof. Dr. Rahul Pandharipande<br /><font color="grey">Location:</font> HG G 19.1 (ETH Zentrum)<br /><font color="grey">Start Date/Time:</font> 2 July 2015 @ 13:00http://www.math.ethz.ch/screen/info?guid=7054Wed, 17 Jun 2015 14:11:05 +0200Nick Sheridan - Counting curves using the Fukaya category II<h2 color="grey">Algebraic Geometry and Moduli Seminar</h2><h1>Counting curves using the Fukaya category II</h1><br /><font color="grey">Speaker:</font> Dr. Nick Sheridan, Princeton Univ.<br /><font color="grey">Location:</font> HG G 43 (ETH Zentrum)<br /><font color="grey">Start Date/Time:</font> 2 July 2015 @ 15:00<br /><br /><strong>Abstract:</strong><br />In 1991, string theorists Candelas, de la Ossa, Green and<br />Parkes made a startling prediction for the number of curves in each<br />degree on a generic quintic threefold, in terms of periods of a<br />holomorphic volume form on a `mirror manifold'. Givental and Lian, Liu<br />and Yau gave a mathematical proof of this version of mirror symmetry<br />for the quintic threefold (and many more examples) in 1996. In the<br />meantime (1994), Kontsevich had introduced his `homological mirror<br />symmetry' conjecture and stated that it would `unveil the mystery of<br />mirror symmetry'. I will explain how to prove that the number of<br />curves on the quintic threefold matches up with the periods of the<br />mirror via homological mirror symmetry. I will also attempt to explain<br />in what sense this is `less mysterious' than the previous proof.<br /><br />The first talk will introduce the two versions of mirror symmetry:<br />Hodge-theoretic (closed-string) mirror symmetry, and homological<br />(open-string) mirror symmetry.The second talk will explain how<br />open-string mirror symmetry implies closed-string mirror symmetry, via<br />the open-closed string map. This is based on joint work with Sheel<br />Ganatra and Tim Perutz.http://www.math.ethz.ch/screen/info?guid=7249Tue, 16 Jun 2015 23:07:14 +0200Stefan Waldenberger - Extension of affine market models<h2 color="grey">Talks in Financial and Insurance Mathematics</h2><h1>Extension of affine market models</h1><br /><font color="grey">Speaker:</font> Stefan Waldenberger, TU Graz<br /><font color="grey">Location:</font> HG G 43 (ETH Zentrum)<br /><font color="grey">Start Date/Time:</font> 2 July 2015 @ 17:15<br /><br /><strong>Abstract:</strong><br />The class of affine LIBOR models is appealing since it satisfies three central requirements of interest rate modeling. It is arbitrage-free, interest rates are nonnegative and caplet and swaption prices can be calculated analytically. In order to guarantee nonnegative interest rates affine LIBOR models are driven by nonnegative affine processes, a restriction, which makes it hard to produce volatility smiles. The first part of the talk presents a modification of the affine LIBOR models, so that real-valued affine processes can be used without destroying the nonnegativity of interest rates. Numerical examples show that in this class of models pronounced volatility smiles are possible. The second part then extends the affine LIBOR models to inflation markets. Due to the highly tractable structure of the model prices for all standard inflation derivatives can be calculated analytically. A calibration example shows that the model can reproduce market-observed prices very accurately.http://www.math.ethz.ch/screen/info?guid=6591Tue, 23 Jun 2015 17:29:21 +0200