Fields of mathematics

Results: 1270



#Item
401Statistics / Stochastic processes / Probability theory / Risk-neutral measure / Derivative / Heath–Jarrow–Morton framework / Martingale / Arbitrage / Generalizations of the derivative / Mathematical analysis / Mathematical finance / Mathematics

On a Heath-Jarrow-Morton approach for stock markets Jan Kallsen Paul Kr¨ uhner

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 12:05:47
402Ring theory / Polynomials / Algebraic combinatorics / Quasisymmetric function / Symmetric function / Abstract algebra / Algebra / Mathematics

Intro to NSym and QSym. Lenny Tevlin (Another) Tale of Two

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-07-13 15:13:37
403Financial economics / Risk / Coherent risk measure / Risk measure / Entropic risk measure / Time consistency / Expected value / Law of total expectation / Financial risk / Mathematical finance / Applied mathematics

Consistent updating When can a risk measure be updated consistently? Berend Roorda1

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 08:44:46
404Spectral risk measure / Coherent risk measure / Expected shortfall / Constructible universe / Risk measure / Science / Knowledge / Spectral theory of ordinary differential equations / Comonotonicity / Financial risk / Mathematical finance / Mathematics

Spectral Capital Allocation and Applications Ludger Overbeck University of Giessen , Germany BFS 2010 , Toronto

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:45:45
405Symbol / Greek alphabet / Homeric epics

Optimal Stopping for Dynamic Convex Risk Measures Erhan Bayraktar Department of Mathematics, University of Michigan A joint work with Ioannis Karatzas, Columbia University

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 15:05:38
406Brownian motion / Colloidal chemistry / Fractals / Robert Brown / Statistics / Stochastic processes / Probability and statistics

Credit Risk, Market Sentiment and Randomly-Timed Default Andrea Macrina Department of Mathematics King’s College London

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 18:28:52
407Finite fields / Binomial coefficient / Combinatorics / Coding theory / Euclidean algorithm / Factorization of polynomials over a finite field and irreducibility tests / Mathematics / Abstract algebra / Polynomials

On the linear complexity of Sidel’nikov Sequences over nonprime fields Nina Brandst¨atter a , Wilfried Meidl b a Johann Radon Institute for Computational and Applied Mathematics, Austrian

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Source URL: research.sabanciuniv.edu

Language: English - Date: 2008-06-03 16:50:30
408Analytic number theory / Modular forms / Elliptic curve / Group theory / Cusp form / Modularity theorem / Heegner point / Abstract algebra / Mathematics / Algebraic geometry

Computing modular forms1 over imaginary quadratic fields John Cremona University of Warwick, UK Bristol, 21 August 2008

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Source URL: homepages.warwick.ac.uk

Language: English - Date: 2010-11-17 04:00:58
409Primality tests / Finite fields / Integer sequences / Modular arithmetic / AKS primality test / Prime number / XTR / Coprime / Primality certificate / Mathematics / Abstract algebra / Number theory

The Correctness of the AKS Primality Test in Coq∗ Fl´avio L. C. de Moura1 , Ricardo Tadeu1 1 Departamento de Ciˆencia da Computac¸a˜ o – Universidade de Bras´ılia (UnB) Caixa Postal 4466 – CEP[removed] – B

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Source URL: www.cic.unb.br

Language: English - Date: 2008-08-12 14:42:17
410Analytic number theory / Algebraic number theory / Finite fields / Group theory / Equations / Elliptic curve / Quartic function / Prime number / Algebraic number field / Abstract algebra / Mathematics / Algebra

On the computation of Mordell-Weil and 2-Selmer Groups of Elliptic Curves J. E. Cremona 1

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Source URL: homepages.warwick.ac.uk

Language: English - Date: 2006-06-26 05:45:47
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