Prova de Mestrado em Matemática Financeira
Joana Ribeiro Estevens apresenta a dissertação "Stochastic Modelling of Non-Stationary Financial Assets".
Joana Ribeiro Estevens apresenta a dissertação "Stochastic Modelling of Non-Stationary Financial Assets".
A exposição Formas & Fórmulas mostra como imagens e conceitos da Geometria e da Álgebra interatuam e se completam, ligando fórmulas matemáticas com modelos geométricos, com objetos de uso comum e com formas de arquitetura.
O evidenciar de linhas e superfícies matemáticas e as suas múltiplas visualizações permite criar novos elementos e novas formas, potenciando outras relações e outras visões, concretamente com a Arte.
João Enes
CMAFCIO, Universidade de Lisboa
Abstract: In this talk we will present the standard ordinal notation system for ordinals less than $\varepsilon_0$. We will introduce the Veblen hierarchy of functions based on the class of additively indecomposable ordinals. This will allow us to go beyond $\varepsilon_0$ and present a notation system for ordinals less than the Feferman-Schütte ordinal $\Gamma_0$.
Marta Carvalho Marinhas apresenta a dissertação "American Options under Stochastic Volatility".
Nikolay Tzvetkov
Univ. de Cergy-Pontoise
Abstract: We will show that a natural class of gaussian measures living on Sobolev spaces of varying regularity are quasi-invariant under the flow of the two dimensional cubic defocusing wave equation. For that purpose, we introduce renormalised energies and we establish the associated energy estimates.
This is a joint work with Tadahiro Oh (Edinburgh University).
João Enes
CMAF-CIO, Universidade de Lisboa
Abstract: In this talk we will present the standard ordinal notation system for ordinals less than $\varepsilon_0$. We will introduce the Veblen hierarchy of functions based on the class of additively indecomposable ordinals. This will allow us to go beyond $\varepsilon_0$ and present a notation system for ordinals less than the Feferman-Schütte ordinal $\Gamma_0$.
Jean-Pierre Bourguignon
CNRS-IHÉS
Nikolay Tzvetkov
Univ. de Cergy-Pontoise
Abstract: We will show that a natural class of gaussian measures living on Sobolev spaces of varying regularity are quasi-invariant under the flow of the two dimensional cubic defocusing wave equation. For that purpose, we introduce renormalised energies and we establish the associated energy estimates. This is a joint work with Tadahiro Oh (Edinburgh University).
Azizeh Nozad
CMAF-CIO, ULisboa
Fernando Ferreira
CMAF-CIO, Faculdade de Ciências da Universidade de Lisboa