Sustinere prelegere

Departamenul de Matematici Aplicate din cadrul ASE are deosebita placere de a va invita la sustinerea unei prelegeri stiintifice pe tema:

I. Dinamica Managementului Portofoliilor

de catre Associate Professor Pirvu Traian, Department of Mathematics & Statistics, McMaster University (1280 Main Street West, Hamilton, Ontario, Canada L8S 4K1).

Abstract. In aceasta prezentare se va studia managementul portofoliilor cand rata discountului este variabila in timp. Aceasta va crea inconsistente temporale in sensul ca portofoliile optimale calculate la un moment in timp vor fi suboptimale la un timp viitor. Solutia la aceasta problema este considerarea portofoliilor de echilibru. Acestea vor fi caracterizate de o ecuatie de tip Hamilton Jacobi Bellman (HJB) generalizata.

Prezentarea se tine la adresa: Centrul de calcul (Etaj 4 Cibernetică), Sala 2416, Joi 14 Ianuarie 2016 ora 16:30.

Coordonate autor: doctorat in Matematici Financiare la Carnegie Mellon University (USA) in anul 2005 sub indrumarea Profesorului Steven Shreve si postdoctorat sub indrumarea Profesorului Ivar Ekeland.

II. Dynamics of debt capacity

de catre Assistant Professor Andreea Minca, Department of Operations Research and Information Engineering, Cornell University (Ithaca, NY 14853 607-255 9133).

Abstract. We propose a model that explains the build-up of short term debt when the creditors are strategic and have different beliefs about the prospects of the borrowers' fundamentals. We define a dynamic game among creditors, whose outcome is the short term debt process as a function of the borrower's fundamentals. As common in the literature, this game has multiple Nash equilibria. We give a refinement of the Nash equilibrium concept that leads to a unique equilibrium. For the resulting debt-to-asset process of the borrower we define a notion of stability. Bank runs are predictable: a bank run begins when the debt-to-asset process leaves the stability region and becomes a mean-fleeing sub-martingale with tendency to reach the debt ceiling, which is the point when the borrower becomes illiquid. The debt ceiling and the stability region are computed explicitly. A critical ingredient in our model is the distribution of capital across the beliefs of the creditors and we allow for a wide variety of specifications for this distribution.

Prezentarea se tine la adresa: Centrul de calcul (Etaj 4 Cibernetică), Sala 2416, Joi 14 Ianuarie 2016 ora 16:30.

Coordonate autor: doctorat in Matematici Aplicate la Paris VI Pierre et Marie Curie University (France) in anul 2011 sub indrumarea Profesorului Rama Cont.

411 comentarii

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  • 1j4n.tenacity.us spus

    Hey, I am sorry to hear about your recent diagnosis. This is never easy news to get, but is does get easier and you will be ok. You are in the same situation as lots of other people.

  • 40if.tenacity.us spus

    I am 28 years old and I am HIV positive since 2010. I am strong and fit and it was difficult for me to accept but one day I told my partner about it and she went and got tested. We found out she is negative. She is very supportive and she is looking after me and make sure that I eat well. Now I am taking Odimune and I don’t even have side effects. Can i mix alcohol and Odimune?

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    I was diagnosed with hiv in 2012, my cd4 count was 574 during my first test. At the clinic i was told to come after 12 months, i did so and my second cd4 count was 217, they then put me on treatment immediately. I would like to know whether hiv is curable or what? I also want to know that if i am on treatment i can pass the virus to my partner or what.

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    In my present and past home I have had coyotes come into my yard in broad daylight. Non-aggressively. I have no small animals. This morning it was a very young pup who was very timid and gentle. I live in city limits and it was trapped on the inside of my chain link. I still have no idea how it got there. Animal control assured me that they would take it unharmed to a out of city limit area. I feel some sort of connection with this animal, which is why I searched the meaning online. Any comments or ideas as to why the coyote literally lands in my lap frequently??

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    What’s next? That X-men have Filipino origins? Or Wonderwoman and Darna are cousins? Or perhaps Harry Potter was raised by a Filipino mangkukulam at some point.

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    Hi, my friend thinks that she is HIV because she lost her boyfriend who was HIV. She tested for HIV and she was negative now she is afraid of going back to test. It has been a year now.

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    I had a dream that I went into a room, looked at the back of my body in a mirror and saw that I had a black horse tail. It was long and pretty, but I wanted to cut it. As soon as I was about to leave the room, to grab some scissors, I looked up and saw that there was a strange man watching me from the vent and in my dream i became more concerned with sternly telling off the man who was watching me. I woke up feeling quite confused – thoughts?

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    Hi dr, please help as me and my fiance are planning to have a child but the problem my fiance is positive and I am negative. He is taking his ARVs and his CD4 count is increasing. He said he spoke to one of the nurses in clinic and he was told that he can do unprocteted sex as he is CD4 count is increasing. I am really scared. What if me and the child that we planning gets an infection. Pls help as we really desparate for a child.

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    These are things your friend needs to talk about with here doctor and HIV health care team. Getting an HIV positive test result is difficult and stressful. It takes time and support. Learning you are positive when you are pregnant also involves finding out about treatment, and using this during the pregnancy to reduce the risk of passing HIV to the baby.

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    Hi. I hear people always complaining about Tribuss and side effects. When I started treatment the side effects only last a for few days not even a week. I’m starting to worry if it could be that the drugs are resistant? Or is no longer working? I haven’t gone again yet for the second check ups and the CD4 etc. Thanks for your concern

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    Hi there when I was taking odimune I used to be sleepy after 1 hour or so but now im on atroiza and I don’t feel any side effect, does atroiza work as a odimune?

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    I have started Tribus a week ago , I have experienced few minor side effects like tongue numbness, dizzy, vomiting but it only lasted for 2 days now I am feeling much better than before the only thing I am worried about is permarnent side effects like fat distributions etc but so far so good

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    I am HIV positive and my partner is negative, i was tested +ve in 2011 and I’m on ARVs i still want to have a child i want to do it naturally ,is it safe to my partner and the baby ?

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    I started using Tribuss for a month, now i am using Odimune. I have problem with acid before I started the medication, I just find out that I have ulcers. I want to know if this is side effect and i have been using ulcer treatment for 3wks but I still experience the samething every morning. Please help!

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    This is a giant mess. How are you supposed to put gooey brownie batter on top of liquid caramel? Plus a 9 inch square pan is way too small to hold the ingredients. I have caramel dripping all over my oven (yes, I’ve lined it because I knew this would happen). After the listed cooking time I’m starting to smell burnt caramel, yet the center of the brownie is still completely liquid. I have been baking for a long time and I’m really disappointed with this.

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    This is incredible as to how spot it is in my life right now. I have always been the swan on mountain lion….for a year or so I have felt I so drawn to the wolf. And I have been desperate for self time and wanting to be alone, I tell everyone I am a loner , i recently watched a documentary of wolves and I felt as though it’s my family. I must utilize my totem !

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    Купили с полгода назад лицензию, скачали по ссылке работаем, есть ли скидка для покупки еще одной двух программ?

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    Hey doctor, my wife took 0dimune for the first time and she is pregnent. Is it normal for her to halucinate? and is Odimune too strong for her and the baby?

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    I have started Tribus a week ago , I have experienced few minor side effects like tongue numbness, dizzy, vomiting but it only lasted for 2 days now I am feeling much better than before the only thing I am worried about is permarnent side effects like fat distributions etc but so far so good

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    Hi, my name is Henok. I tested HIV two weeks ago and the result was positive. Also my CD4 count is 410. I am now taking some medication for the primary “herper zoster” infection. Can I start ART drugs?

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    I have just started with my treatment Atroiza on the 28 of may 2013. I take mine at night The first two days I felt numb and dizzy now I have a problem with sleeping, I would sleep for a few hours and find that 2-3hours I’m wide awake.

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    When my mother was in labor for 36 hours she and my grandmother looked out the window at the same time and watched a coyote come out of a bush look at the pair of them then transformed into a bald eagle and flew away. Since then I have spoken to a shaman and he said they witnessed the trickster watching over my birth.

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    My first day on Odimune and I am geting an allergic reaction. It is similar to that of a sulphur reaction, which I am allergic to. What should I do with the Odimune?

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    Six months back I tested Hiv and the results was negetive,one day ago my girlfriend went to test and the result was positive I am afraid to test again becouse we have been doing unprotected sex. please help

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    The links in the WODs rarely work or go to the correct site for me. The Zone link (Know your Zone) displays a page not found error. The Spartan Exercise Database link goes to the same Double Butt Jump link above. Is this an issue with my browser or for everyone? This has been my experience with the last few WOD posts — link issues with each.

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    Hi, i started using atroiza last year when i founded out im positive and was pregnant. At that time and they made me vomit a lot and i was very dizzy but now it has all gone and i’m fine. I gave birth to a beautiful baby boy who is negative.

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    Hi there… I am 35 weeks pregnant & have been taking Tribuss since I was 12 weeks. The problem is I dont take my meds at the same time everynight. I take them at 9, sometimes 9.30 or even 10 pm. Will this affect my baby? I am really worried.

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