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DTSTART:20190101T000000
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BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20210324T150000
DTEND;TZID=Asia/Kolkata:20210324T170000
DTSTAMP:20260717T093024
CREATED:20210324T063200Z
LAST-MODIFIED:20250528T123836Z
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SUMMARY:Dr Chittaranjan Mishra to discuss "Fast pricing of multi-asset American options under jump-diffusion models"
DESCRIPTION:In the next chapter of Departmental Seminars Series\, Department of Mathematics\, SRM University-AP\, Andhra Pradesh welcomes Dr Chittaranjan Mishra\, Department of Mathematics\, Indian Institute of Technology Ropar\, to deliver a lecture on “Fast pricing of multi-asset American options under jump-diffusion models” on March 24\, 2021\, at 3 pm. \nMulti-asset American options are interesting in many ways\, e.g.\, they give the holder the flexibility to exercise at any time up to maturity\, allow for risk diversification and for us\, these contracts are mathematically challenging to price due to the non-availability of a closed-form formula. When jumps are introduced to model underlying assets\, one will be required to solve a partial integro-differential complementary problem (PIDCP) for pricing these contracts. In these cases\, we find that computing sufficiently accurate option prices in real-time is extremely difficult. That is because the in hand PIDCP involves a multi-dimensional partial integro-differential equation with a non-local double integral term. Solving these multi-dimensional PIDCP by advanced numerical techniques\, such as a customized finite difference method\, is very time-consuming\, as the corresponding discretization matrices are huge in size. More importantly\, the integral approximation matrix is also dense\, posing a serious challenge to handle storage memory. Many efficient techniques are proposed primarily to handle the double integral term. However\, the required solving time is still not practicable for practitioners. \nIn our research\, we exploit the amazing parallel architecture of modern graphics processing units (GPUs) to solve computationally expensive scientific problems. Nevertheless\, resolving the problem at hand by employing a GPU is not straightforward. It requires one to overcome many bottlenecks\, such as in. In this work\, we have investigated these issues in order to achieve substantial speed-ups compared to a sequential FD implementation. \nMathematics enthusiasts are requested to avail this opportunity to listen to our distinguished speaker on March 24th\, at 3 pm.
URL:https://events.srmap.edu.in/event/dr-chittaranjan-mishra-to-discuss-fast-pricing-of-multi-asset-american-options-under-jump-diffusion-models/
CATEGORIES:Departmental Events,Events,Math Events,Webinars
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BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20210310T150000
DTEND;TZID=Asia/Kolkata:20210310T160000
DTSTAMP:20260717T093024
CREATED:20210303T000900Z
LAST-MODIFIED:20250528T123824Z
UID:142020-1615388400-1615392000@events.srmap.edu.in
SUMMARY:Dr Gaurav Bhatnagar to interact on "The Partition-Frequency Enumeration Matrix"
DESCRIPTION:Progressing with the series of Departmental Seminars\, Department of Mathematics\, SRM University-AP\, Andhra Pradesh invites Dr Gaurav Bhatnagar\, Visiting Associate Professor\, Department of Mathematics\, Ashoka University to deliver a lecture titled “The Partition-Frequency Enumeration Matrix” on March 10\, 2021\, at 3 PM. \nThe Partition-Frequency Enumeration (PFE) matrix is an infinite upper-triangular number-theoretic matrix that is used to enumerate partition-like objects as an elementary approach. This matrix unifies voluminous results connecting number-theoretic functions to partition-type functions. The calculus is extended to arbitrary generating functions and functions with Weierstrass products. As a by-product\, some well-known recurrence relations for many number-theoretic functions are recovered. These include the sum of divisors function\, Ramanujan’s $tau$ function\, sums of squares and triangular numbers\, and $zeta(2n)$\, where $n$ is a positive integer. As an application\, Ramanujan’s famous congruences $p(5n+4)equiv 0$ (mod $5)$ and $tau(5n+5)equiv 0$ (mod $5)$ are embedded into an infinite family of such congruences. During the lecture\, Dr Gaurav Bhatnagar will highlight two other congruence results concerning the sum of the divisor function.
URL:https://events.srmap.edu.in/event/dr-gaurav-bhatnagar-to-interact-on-the-partition-frequency-enumeration-matrix/
CATEGORIES:Events,Math Events,Webinars
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20210217T173000
DTEND;TZID=Asia/Kolkata:20210217T183000
DTSTAMP:20260717T093024
CREATED:20210217T021200Z
LAST-MODIFIED:20210217T021200Z
UID:142018-1613583000-1613586600@events.srmap.edu.in
SUMMARY:Dr Ravi Prakash to illustrate Homogenization Problem and Tartar’s Method
DESCRIPTION:Department of Mathematics\, SRM University-AP\, Andhra Pradesh presents departmental seminar on “Introduction to Homogenization Problem and Tartar’s Method”. During the session on February 17\, 2021\, at 5.30 PM\, Dr Ravi Prakash\, Assistant Professor\, Departamento de Matem ́atica\, Universidad de Concepci ́on\, Concepci ́on\, Chile\, will describe this mathematical theory that has been introduced to explicate the behaviour of composite materials used by the material scientists. He will illustrate this model by drawing example of a homogenized material. \nThe aim of ’Homogenization’ is precisely to give the macroscopic properties of the composite by taking into account the properties of its structure. For a good understanding of this area\, one must have a definite knowledge of Distribution Theory\, Functional Analysis\, Measure Theory\, and Differential Equations. \nThe theory of Homogenization has reaching applications in several areas (including composite materials) such as porous media\, analysis of their structures\, etc. During the session\, the esteemed guest lecturer will enable the audience to comprehend how Tartar’s Method uses two scales for the characterization of the material – the microscopic one\, describing the heterogeneities\, and the macroscopic one\, describing the global behavior of the composite.
URL:https://events.srmap.edu.in/event/dr-ravi-prakash-to-illustrate-homogenization-problem-and-tartars-method/
CATEGORIES:Events,Math Events
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20201021T150000
DTEND;TZID=Asia/Kolkata:20201021T170000
DTSTAMP:20260717T093024
CREATED:20211006T024100Z
LAST-MODIFIED:20211006T024100Z
UID:142031-1603292400-1603299600@events.srmap.edu.in
SUMMARY:Dr Tathagata Sengupta to speak on 'Debt\, Mathematics and Education'.
DESCRIPTION:Department of Mathematics is organising the 16th edition of the “Departmental Weekly Seminar Series” on October 06\, 2021\, at 3 pm with Dr Tathagata Sengupta as the Chief Guest. Dr Tathagata Sengupta is from Homi Bhabha Centre for Science Education\, Tata Institute of Fundamental Research and he is going to speak on ‘Debt\, Mathematics and Education’. \nThe talk is based on the ongoing work of Dr Sengupta\, where he and his collaborators deal with the sociological\, emotional and intellectual impacts of mechanical reproduction of formal knowledge systems – such as those based on mathematical models – in the service of economies of endless repetition and mass reproduction. Symbols and formalisms can carry over across different paradigms of human existence\, across both time and space\, without the underlying meanings and subtleties necessarily being carried along. Such nominalisation of meanings only gets exacerbated under systems of massive mechanical reproduction. Mathematical models particularly are not just mere vehicles of computation but play a paradigmatic role in the very realisation of today’s political economy – being endlessly used to reproduce social relations that suit the interests of power and capital. \nSpecifically\, Dr Sengupta and his team analyse a particular\, basic microfinance model that aims to mathematise and thus aid in the management of micro-lending businesses. They describe how such a model not only tries to construct particular social realities and certain kinds of financial ‘common sense’ as such but also how pre-existing normative common sense is likewise codified into the model itself. They argue how such mathematical models have no independent truth value outside of specific historic processes\, contexts and paradigms of public common sense – hoping that this allows us to fundamentally shift the culture of mathematical modelling in a way that respects such subtleties of human knowledge in their extremely rich\, dynamic\, plural\, communistic wisdom and creativity. \nDr Sengupta’s main attempt is to push the discussion not only out of the binaries of ‘good/bad models’ but also beyond rule-based rationalist imaginations of ethics into the mundane and emotional – and yet creative\, subtle and even magical – daily existence of ordinary people. Existence is marked by social relations of radical inequalities and radical unities. In particular\, this also opens up possible directions to pursue intellectually and in practice\, when it comes to the question of education. \nMathematics enthusiasts can avail this opportunity to listen to the captivating talk of Dr Tathagata Sengupta on October 06\, 2021 at 3 pm.
URL:https://events.srmap.edu.in/event/dr-tathagata-sengupta-to-speak-on-debt-mathematics-and-education/
CATEGORIES:Events,Math Events
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