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| Summer Term 2015, Doctoral School Events | |
| 2015-03-20 | Doctoral School Seminar (Inst. Mathematik, Heinrichstr. 36, Seminarraum 11.32, 13:15—16:15, KFU) |
| Judith Kloas (TU, advisor W. Woess): The reflected random walk [show abstract] | |
| Stefan Waldenberger (TU, advisor W. Müller): The affine inflation market models | |
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Abstract: Interest rate market models, like the LIBOR market model, have the advantage that the basic model quantities are directly observable in financial markets. Inflation market models extend this approach to inflation markets, where zero-coupon and year-on-year inflation-indexed swaps are the basic observable products. For inflation market models considered so far analytical formulas exist for only one type of swap, but not the other. The model in this paper uses affine processes in such a way that both types of swaps can be calculated explicitly. Furthermore call and put options on both types of swap rates can be calculated using one-dimensional Fourier inversion formulas. Using the derived formulas we present an example calibration to market data.[hide abstract] | |
| Matthias Gsell (TU, advisor O. Steinbach): Domain decomposition methods for nonlinear transmission conditions [show abstract] | |
| Adrian Scheerer (TU, advisor R. Tichy): Normality in Pisot Numeration Systems [show abstract] | |
| 2015-04-24 | Doctoral School Seminar (Seminarraum 2 des Instituts für Geometrie, Kopernikusgasse 24, 10:30—13:00, TU) |
| Raheel Anwar (KFU, advisor F. Kappel): A Neural Network Controller for the Administration of Erythropoietin to Dialysis Patients [show abstract] | |
| Caroline Moosmüller (TU, advisor J. Wallner): Hermite Subdivision on Manifolds [show abstract] | |
| Konrad Schrempf (TU, advisor F. Lehner): Noncommutative Rational Functions and their minimal Representation [show abstract] | |
| Rostislav Stanek (TU, advisor E. Dragoti-Cela): A special case of the data arrangement problem on binary trees [show abstract] | |
| 2015-06-12 | Doctoral School Seminar (Inst. Mathematik, Heinrichstr. 36, Seminarraum 11.32, 13:15—16:15, KFU) |
| Anna Zubkova (KFU, advisor V. Kovtunenko): On generalized Poisson–Nernst–Planck equations [show abstract] | |
| Wolfgang Carl (TU, advisor J. Wallner): On semidiscrete minimal surfaces and their associated families [show abstract] | |
| Manuela Tschabold (KFU, advisor K. Baur): Frieze patterns [show abstract] | |
| Dirk Martin (KFU, advisor G. Haase): Towards RBF Interpolation on Heterogeneous Systems [show abstract] | |
| 2015-06-26 | Doctoral School Seminar (Seminarraum 2 des Instituts für Geometrie, Kopernikusgasse 24, 10:30—13:00, TU) |
| Hannah Vogel (KFU, advisor K. Baur): Quivers of asymptotic triangulations [show abstract] | |
| Michael Kniely (KFU, advisor K. Fellner): The Entropy Method for a Reaction-Diffusion-Poisson System [show abstract] | |
| Eva Siegmann (G. Haase, advisor KFU): Handling complex shaped particles in DEM simulations [show abstract] | |
| Daniel Ganellari (KFU, advisor G. Haase): Fast many-core solvers for the eikonal equations in cardiovascular simulations [show abstract] |