General Seminars of
Department of Mathematics
Department of Mathematics
General Seminars of
Department of Mathematics
Department of Mathematics
Announcements
This site is to announce General Seminars of our department in this
academic year. Below is a list of speakers in reverse chronological order.
Our seminars are open to anyone interested to listen and/or give a talk. If
you need any assistance, please get in touch with the organizer.
- January 13, 2011
- January 5, 2011
- Poster: As a document (pdf) or as a poster (png) file.
- Speaker: Billur Kaymakcalan (Georgia Southern Univ., USA)
- Title: Basics of Time Scale Calculus and Some Dynamic Inequalities and Generalizations
- Place: M104
- Time: 14:30-15:30
- Abstract:
After introducing the basics of Time Scale Calculus, we give a survey
of Dynamic Inequalities and recent generalizations in terms of
Diamond-Alpha derivatives. Results of current literature containing
Opial type inequalities involving diamond-alpha derivatives and
integrals are also given along with some applications.
- December 23, 2010
- Poster: As a document (pdf) or as a poster (png) file.
- Speaker: Mustafa Çelebi Pınar (Bilkent Univ.)
- Title: Pricing European and American Contingent Claims by Stochastic Linear Programming -- A Review of Pricing in Finite-State Discrete-Time Markets
- Place: A1
- Time: 14:30-15:30
- Abstract:
In this two-part seminar I will review the main results of contingent claim pricing in a setting that is accessible to the optimization community. I consider pricing of European and American contingent claims as well as their special cases, in a single and multi-period, discrete time, finite state space markets. When a financial market is complete, a fair price for a contingent claim can be uniquely determined. However, markets are usually incomplete, and in general only bounds to the fair price can be computed. I will discuss the computation of these bounds by large-scale linear and integer programs. In the first part I will begin by discussing single period models which are then extended to multiple periods. In the second part I will concentrate on determining price bounds for American claims which may require solving an integer program unlike European contingent claims for which solving a linear program is sufficient. However, I show that a relaxation of the integer programming problem which is a linear program, can be used to get the same lower bound for the price of the American claim. Extensions to different pricing criteria such as good-deal pricing and market imperfections such as transaction costs will also be discussed. I will also indicate open problems for further research.
- November 25, 2010
- Poster: As a document (pdf) or as a poster (png) file.
- Speaker: Cem Tezer (Middle East Tech. Uni.)
- Title: Compendium of Mathematical Sciences of Başhoca İshak Efendi : A calculus textbook in the reign of Mahmud II
- Place: M301
- Time: 14:30-15:30
- Abstract:
Arguably the most profound and consequential of the reformist rulers of imperial Turkey, Mahmud II (1785-1839) personally encouraged the production of Turkish textbooks for the students of the straggling military engineering colleges of his domain, institutions which were the embryonic forerunners of the present day İstanbul Technical University. Written by Başhoca İshak Efendi during the relatively stable later stage of the Mahmudian era, Compendium of Mathematical Sciences is a four volume textbook devoted mainly to calculus along with substantial passages on trigonometry, conic sections, mechanics and astronomy topped off with a collection of delightful forays into optics, biology and chemistry. The gargantuan opus and its mysterious author are important witnesses of the romantic and hazardous reign of Mahmud II. After a brief account of the little that is known about the life of İshak Efendi, the speaker will present samples of the original Ottoman Turkish text itself and discuss the mathematical content and pedagogical quality thereof. .
- October 21, 2010
- Poster: As a document (pdf) or as a poster (png) file.
- Speaker: Gözde Yazgı Tütüncü
- Title: Fundamentals of Research Methodolody
- Place: M301
- Time: 14:30-15:30
- Abstract:
TBA.
