UNIVERSITY OF CAMBRIDGE
Isaac Newton Institute for Mathematical Sciences

Director: Sir John Kingman FRS
20 Clarkson Road, Cambridge, CB3 0EH, U.K.
Telephone: (1223) 335999 Fax: (1223) 330508
e-mail: info@newton.cam.ac.uk

SEMINAR LIST
(for period 1 Aug 2004 to 23 Jul 2005)

Monday 02 August

 14:00-17:00 MRT
A plenary session with 5 minutes for each participant to introduce themselves

Tuesday 03 August

 09:30-10:30 Priest, E (St Andrews)MRT
MHD/coronal heating  More info

 11:30-12:30 Drake, J (Maryland)MRT
Collisionless  More info

 14:00-15:00 Forbes, T (New Hampshire)MRT
Flares/CMEs  More info

 16:00-17:00 Birn, J (Los Alamos)MRT
Magnetosphere

Wednesday 04 August

 10:00-11:00 Hornig, G (St Andrews)MRT
Three tutorial lectures on the basic concepts of reconnection (flux, reconnection versus dissipation, 3D reconnection)  More info

 11:30-12:30 Hesse, M (NASA)MRT
Three tutorial lectures on collisionless reconnection Diffusion region physics  More info

Thursday 05 August

 10:00-11:00 Hornig, G (St Andrews)MRT
Three tutorial lectures on the basic concepts of reconnection (flux, reconnection versus dissipation, 3D reconnection)

 11:30-12:30 Pritchett, P (UCLA)MRT
Three tutorial lectures on the basic concepts of reconnection Onset of magnetic reconnection  More info

Friday 06 August

 10:00-11:00 Hornig, G (St Andrews)MRT
Three tutorial lectures on the basic concepts of reconnection (flux, reconnection versus dissipation, 3D reconnection)

 11:30-12:30 Drake, J, Hesse, M, Pritchett, P (Maryland, NASA, UCLA)MRT
Three tutorial lectures on collisionless reconnection Open questions

Monday 09 August

 09:00-09:30 Hornig, G (Bochum)MRT
The topology of three-dimensional reconnection  More info

 09:30-10:00 Gibbon, JD (Imperial College)MRT
Singularities in 3D-Euler \& MHD

 10:00-10:15 Pontin, D (St Andrews)MRT
Kinematic 3D reconnection at nulls

 10:15-10:30 McLaughlin, J (St Andrews)MRT
MHD wave propagation in the neighbourhood of 2D null point  More info

 10:30-10:45 Abel, G (British Antarctic Survey)MRT
Fractal reconnection at the Earth's magnetopause \& associated ionospheric convection  More info

 11:30-12:00 Pritchett, PL (UCLA)MRT
Overview of collisionless reconnection theory  More info

 12:00-12:30 Hesse, M (NASA, Goddard)MRT
The physics of the reconnection diffusion region  More info

 12:30-12:45 MRT
Discussion

 12:45-13:00 Huba, J (Washington)MRT
Hall magnetic reconnection in 2D \& 3D  More info

 14:30-15:00 Pegoraro, F (Pisa)MRT
The role of the Kelvin-Helmholtz instability in magnetic reconnection  More info

 15:00-15:30 Shimavoggi, BK (Central Florida)MRT
Critical exponents and universality in fully developed turbulence  More info

 16:00-16:15 Watt, C (Alberta)MRT
Parameter study of ion acoustic resistivity in collisionless plasmas  More info

 16:15-16:30 Petkaki, P (British Antarctic Survey)MRT
Nonlinear evolution of the ion-acoustic instability

 16:30-17:00 Bhattacharjee, A (New Hampshire)MRT
Impulsive reconnection dynamics

Tuesday 10 August

 09:00-09:30 Culhane, L (MSSL)MRT
Observational evidence for magnetic reconnection in the solar corona  More info

 09:30-10:00 Parnell, C (St Andrews)MRT
Reconnection \& coronal heating  More info

 10:00-10:15 Higgins, S (Lancashire)MRT
Space- and time-dependent heating of solar coronal loops  More info

 10:15-10:30 Coleman, I (British Antarctic Survey)MRT
A critical test of reconnection theories on the magnetopause  More info

 10:30-10:45 Kuznetsova, M (Washington)MRT
Anti-parallel merging \& component reconnection: role in magnetospheric dynamics  More info

 11:30-12:00 Kliem, B (Potsdam)MRT
Some open problems for magnetic reconnection in solar flares  More info

 12:00-12:30 Hudson, H (Berkeley)MRT
Active-region magnetic structures \& their perturbations by flares  More info

 12:30-12:45 Maclean, R (St Andrews)MRT
Topology of magnetic breakout

 14:30-15:00 Alexander, D (Rice)MRT
Exploring the nature of magnetic reconnection in solar transients  More info

 15:00-15:30 Trattner, K (Lockheed Martin)MRT
Anti-parallel versus component reconnection at the Earth's magnetopause  More info

 16:00-16:30 Dorelli, J (New Hampshire)MRT
Magnetic reconnection at the Dayside Terrestrial Magnetopause  More info

 16:30-17:00 Baumjohann, W (Graz)MRT
Bifurcated \& thin current sheets: CLUSTER results  More info

 17:00-17:15 Eriksson, S (Boulder)MRT
Walen \& slow-mode shock analyses applied to high-speed flows of the near-Earth magnetotail  More info

 17:15-17:30 Moretto, T (Washington)MRT
Plasma depletion at the high latitude dayside magnetopause: Cluster observations

Wednesday 11 August

 10:00-11:00 Daughton, B (Los Alamos)MRT
Role of the lower-hybrid drift instability in the onset of magnetic reconnection

 11:30-12:30 Schindler, K (Bochum)MRT
MHD stability of magnetotail equilibria

Thursday 12 August

 10:00-11:00 Scholer, M (MPI Garching)MRT
Kinetic structure of the reconnection layer- are there slow mode shocks?

 11:30-12:30 Kusano, K (Hiroshima)MRT
A new trigger mechanism for solar flares

Friday 13 August

 10:00-11:00 Huba, J (Washington)MRT
Hall MHD reconnection

 11:30-12:30 Hoshino, M (Tokyo)MRT
Nonthermal particle acceleration

Monday 16 August

 10:00-11:00 Longcope, D (Bozemann)MRT
Observations of coronal loops formed by separator reconnection to an emerging active region

 11:30-12:30 Linton, M (Washington)MRT
Three-dimensional MHD reconnection of magnetic flux tubes

Tuesday 17 August

 10:00-10:45 Pontin, D (St Andrews)MRT
Analytical and numerical models of field line behaviour in 3D reconnection

 10:45-11:30 Freeman, M (British Antarctic Survey)MRT
Remote sensing of reconnection rates in the Magnetosphere

Wednesday 18 August

 10:00-10:45 Titov, S (San Diego)MRT
Structure, equilibrium and pinching of coronal magnetic fields

 10:45-11:30 Fletcher, L (Glasgow)MRT
Fast particles in solar flares: the view from RHESSI

 14:00-15:00 Wootters, WK (Williams College)QIS
Quantum measurements and finite geometry

Thursday 19 August

 10:00-10:45 Bhattacharjee, A (New Hampshire)MRT
Reconnection: Geometry \& dynamics

 10:45-11:30 Shay, M (Maryland)MRT
Three species collisionless reconnection: Effect of O+ on magnetotail reconnection

 14:00-15:00 Ben-Or, M (Hebrew University)QIS
Fast quantum Byzantine agreement

Friday 20 August

 10:00-10:45 Buchner, J (Max Plank Institute)MRT
Consequences of LHDI for three-dimensional collisionless reconnection through thin current sheets

 11:30-12:30 Galsgaard, K (St Andrews)MRT
Reconnection in flux emergence

Monday 23 August

 10:10-11:00 Wootters, W (Williams College)QIS
Picturing qubits in phase space  More info

 11:30-12:20 Latorre, JI (Barcelona)QIS
Entanglement loss along renormalization group flows

 14:00-14:50 Oppenheim, J (Cambridge)QIS
Secure key from bound entanglement  More info

 15:30-16:20 Verstraete, F (MPI-Garching)QIS
Quantum spin chains from the perspective of quantum information theory  More info

 16:20-17:10 Vaidman, L (Tel-Aviv)QIS
Quantum versus classical, qubits versus bits  More info

Tuesday 24 August

 09:20-10:10 Buhrman, H (CWI)QIS
Robust polynomials and quantum algorithms  More info

 10:10-11:00 Kempe, J (Paris-Sud)QIS
The complexity of local Hamiltonians  More info

 11:30-12:20 Mosca, M (Waterloo)QIS
Quantum algorithms and phase estimation  More info

 14:00-14:50 Regev, O (Tel Aviv)QIS
TBA

 15:30-16:20 Laflamme, R (Perimeter Inst.)QIS
NMR quantum information processing  More info

Wednesday 25 August

 09:20-10:10 Plenio, MB (Imperial College)QIS
Entanglement \& area  More info

 10:10-11:00 Cerf, N (ULB)QIS
Proposal for a loophole-free Bell test using homodyne detection  More info

 11:30-12:20 Knight, P (Imperial College)QIS
Entanglement and decoherence in coined quantum walks  More info

Thursday 26 August

 09:20-10:10 Acin, A (ICFO)QIS
Quantum and secret correlations  More info

 10:00-12.00 MRT
Informal reports on progress by the remaining participants

 10:10-11:00 Lo, HK (Toronto)QIS
Decoy state quantum key distribution  More info

 11:30-12:20 Gisin, N (Geneva)QIS
Simulation of singlet correlation without any communication, but using a weaker resource: a "non-local machine"  More info

 14:00-14:50 Kent, A (Cambridge)QIS
Remarks on mistrustful quantum and relativistic cryptography  More info

 15:30-16:20 Massar, S (ULB)QIS
Provably secure experimental quantum bit string generation  More info

 16:20-17:10 Linden, N (Bristol)QIS
A new inequality for the von Neuman entropy  More info

Friday 27 August

 09:20-10:10 Reznik, B (Tel-Aviv)QIS
Vacuum entanglement  More info

 10:10-11:00 Kholevo, AS (Steklov Maths Inst.)QIS
Additivity problem: an overview  More info

 11:30-12:20 Lloyd, S (MIT)QIS
Quantum computation and quantum gravity  More info

 14:00-14:50 Winter, A (Bristol)QIS
Generic behaviour in quantum information theory: applications of the concentration of measure phenomenon   More info

 15:30-16:20 Leung, D (Caltech)QIS
Applications of randomized techniques in quantum information theory  More info

 16:20-17:10 Vedral, V (Imperial College)QIS
High temperature macroscopic entanglement  More info

Tuesday 31 August

 11:00-12:00 QIS
TBA

Monday 06 September

 11:20-11:30 MSI
Opening

 11:30-12:35 Rosner, R (Chicago)MSI
Stellar magnetic activity (overview)

 11:30-12:15 Lo, HK (Toronto)QIS
Decoy state quantum key distribution: the best of both worlds?  More info

 12:15-13:00 Renner, R (ETH Zurich)QIS
Privacy amplification against quantum adversaries  More info

 14:15-15:00 Christandl, M (Cambridge)QIS
A generic security proof for quantum key distribution  More info

 15:30-16:40 Moffatt, HK (Cambridge)MSI
Introduction to MHD and dynamo theory I  More info

 16:40-17:05 Kleeorin, N (Beer Sheva)MSI
Universal mechanism of dynamo saturation:dynamics of magnetic helicity  More info

 17:05-17:30 Busse, FH (Bayreuth)MSI
Finite amplitude convection in rotating spherical fluid shells and its Prandtl number dependence

Tuesday 07 September

 09:00-10:10 Moffatt, HK (Cambridge)MSI
Introduction to MHD and dynamo theory II  More info

 10:10-10:35 Rogachevskii, I (Beer Sheva)MSI
Effect of differential rotation on nonlinear mean electromotive force and stellar dynamos  More info

 10:35-11:00 Arlt, R (AIP, Potsdam)MSI
Magneto-rotational instability in the solar core and Ap star envelopes  More info

 11:25-12:30 Gough, DO (Cambridge)MSI
What we know about stellar interiors (overview)

 11:30-12:15 Gisin, N (Geneva)QIS
1. A new protocol for high bit rates 2. A new type of security proofs  More info

 12:15-13:00 Unruh, D, Mueller-Quade, J (Karlsruhe)QIS
Relating formal security for classical and quantum protocols  More info

 14:15-14:35 Wehner, S (CWI)QIS
Quantum anoymous transmissions  More info

 14:35-14:55 Colbeck, R (Cambridge)QIS
Variable bias coin tossing  More info

 14:55-15:15 Kent, APA (Cambridge)QIS
A simple no-go lemma  More info

 15:30-16:40 Title, AM (LMSAL, Palo Alto)MSI
Observations of magnetic fields on the Sun I  More info

 16:40-17:05 Voegler, A (MPS, Katlinburg-Lindau)MSI
Decay of a simulated bipolar magnetic field in the solar surface layers  More info

 17:05-17:30 Dumin, YV (IZMIRAN, Troitsk)MSI
Heating the stellar plasma in the transitional region from the inductive to drift freezing of magnetic field  More info

Wednesday 08 September

 09:00-10:10 Cameron, AC (St Andrews)MSI
Magnetic activity in rapidly rotating stars I

 10:10-10:35 Ferriz-Mas, A (Vigo)MSI
Influence of external flows on the stability of magnetic flux tubes in a stellar convection zone  More info

 10:35-11:00 Steiner, O (KISP, Freiburg)MSI
Connecting solar irradiance variability to the solar dynamo using the virial theorem  More info

 11:25-12:35 Title , AM (LMSAL, Palo Alto)MSI
Observations of magnetic fields on the Sun II  More info

 11:30-12:15 Barrett, J (Universite Bruxelles Libre )QIS
Non-local correlations and key distribution  More info

 12:15-13:00 Oppenheim, J (Cambridge)QIS
TBA

 14:15-15:00 Duer, W (Austria)QIS
Graph states - stability under decoherence, entanglement purification and possible applications  More info

 15:30-16:15 Pederson, T (Colombia)QIS
On the key-uncertainty of quantum ciphers and the computational security of one-way quantum transmission  More info

Thursday 09 September

 09:00-10:10 Cameron, AC (St Andrews)MSI
Magnetic activity in rapidly rotating stars II

 10:10-10:35 Tavakol, R (QMUL)MSI
Dynamo models and differential rotation in sun and stars

 10:35-11:00 Galloway, DJ (Sydney)MSI
Different limiting mechanisms for nonlinear dynamos  More info

 11:25-12:35 Proctor, MRE (Cambridge)MSI
Magnetoconvection I  More info

 11:30-12:15 Hardy, L (Perimeter Institute)QIS
Cheat sensitive bit commitment  More info

 12:15-13:00 Massar, S (ULB)QIS
Experimental quantum bit string generation  More info

 14:15-15:00 Leung, D (Caltech)QIS
Applications of quantum universal composability theorem  More info

 15:30-16:40 Hartmann, LW (CFA, Cambridge, Mass)MSI
Young stars I  More info

 16:00-22:00 QIS
PROSECCO meeting (joint with RESQ)

 16:40-17:05 Matthews, PC (Nottingham)MSI
Localised states in magnetoconvection  More info

 17:05-17:30 Rincon, F (Toulouse)MSI
Large scale simulations of compressible convection  More info

Friday 10 September

 09:00-10:10 Proctor, MRE (Cambridge)MSI
Magnetoconvection II  More info

 10:00-10:35 Bushby, PJ (Cambridge)MSI
Modelling photospheric magnetoconvection in the weak field regime  More info

 10:35-11:00 Nordlund, A (Copenhagen)MSI
Current status of facular region and sunspot models

 11:25-12:35 Hartmann, LW (CFA, Cambridge, Mass)MSI
Young stars II  More info

 11:30-12:15 Horodecki, M (Gdansk)QIS
Locking of entanglement  More info

 12:15-13:00 Lutkenhaus, N (Erlangen-Nurnberg)QIS
Quantum correlations in quantum cryptology  More info

 14:15-15:00 Winter, A (Bristol)QIS
Distillation of secret key and entanglement from quantum states  More info

 15:30-16:15 Bennett, CH (IBM)QIS
Unlocking of a quantum channel's forward classical capacity by classical communication  More info

 15:30-16:40 Thomas, JH (Rochester)MSI
Sunspots I  More info

 16:40-17:05 Birch, AC (Colorado Research Associates)MSI
Forward modeling for local helioseismology  More info

 17:05-17:30 MSI
TBA

Monday 13 September

 09:00-10:10 Scharmer, GB (Stockholm)MSI
Fine structure of solar magnetic fields

 10:10-10:35 Moreno-Insertis, F (IAC, Tenerife)MSI
Emergence of magnetic flux into the solar atmosphere: three dimensional experiments

 10:35-11:00 Brummell, NH (Boulder, CO)MSI
What is a magnetic flux tube?  More info

 11:25-12:35 Thomas, JH (Rochester NY)MSI
Sunspots II  More info

 15:30-16:40 Cattaneo, F (Chicago)MSI
Small-scale dynamos I  More info

 16:40-17:05 Kosovichev, AG (Stanford)MSI
Helioseismic observations of magnetohydrodynamics of the solar interior   More info

 17:05-17:30 MSI
Contributed talk

Tuesday 14 September

 09:00-10:10 Spruit, HC (MPA, Garching)MSI
Magnetohydrodynamics of stably stratified stars  More info

 10:10-10:35 Cameron, R (MPS, Katlinburg-Lindau)MSI
Photospheric MHD simulations of solar pores  More info

 10:35-11:00 Brandenburg, A (Nordita, Copenhagen)MSI
Catastrophic alpha quenching alleviated by helicity flux and shear  More info

 11:00-12:00 Vidal, G (Caltech)QIS
Entanglement in spin systems

 11:25-12:35 Cattaneo, F (Chicago)MSI
Small-scale dynamos II  More info

 11:30-12:20
Staff Meeting

 15:30-16:40 Thompson, MJ (Sheffield)MSI
Internal rotation of the Sun I: Results from helioseismology  More info

 16:40-17:05 Haugen, NEL (Trondheim/Cambridge)MSI
Numerical simulations of small scale dynamo activity; spectra and critical magnetic Reynolds numbers  More info

 17:05-17:30 MSI
Contributed talk

Wednesday 15 September

 09:00-10:10 Thompson, MJ (Sheffield)MSI
Internal rotation of the Sun II  More info

 10:10-10:35 Schekochihin, AA (Camrbridge)MSI
Magnetic-field generation in low-magnetic-Prandtl-number plasmas  More info

 10:35-11:00 Brun, AS (Saclay)MSI
Dynamo action in turbulent convective shells with or without rotation

 11:00-12:00 Howe, R (Yale)QIS
Invariants and multi-qubit systems

 11:25-12:35 Tobias, SM (Leeds)MSI
Solar and stellar dynamos I  More info

 14:00 MSI
Afternoon free for discussion or excursions

Thursday 16 September

 09:00-10:10 Tobias, SM (Leeds)MSI
Solar and stellar dynamos II  More info

 10:10-10:35 Ruzmaikin, AA (JPL, Pasadena)MSI
Non-axisymmetric solar magnetic fields  More info

 10:35-11:00 Zhang, KK (Exeter)MSI
Non-axisymmetric solar interface dynamos

 11:25-12:35 Fauve, S (ENS, Paris)MSI
Dynamo experiments I  More info

 15:30-16:40 Glatzmaier, GA (Santa Cruz)MSI
Direct simulation of planetary and stellar dynamos I: methods and results  More info

 16:40-17:05 Gilbert, AD (Exeter)MSI
Nonlinear dynamo action in rotating convection and shear  More info

 17:05-18:15 Fauve, S (ENS, Paris)MSI
Dynamo experiments II

Friday 17 September

 09:00-10:10 Glatzmaier, GA (Santa Cruz)MSI
Direct simulation of planetary and stellar dynamos II: future challenges  More info

 10:10-10:35 Rogers, TM (UC, Santa Cruz)MSI
Numerical simulations of the solar tachocline

 10:35-11:00 Schrinner, M (MPS, Katlinburg-Lindau)MSI
Comparison of three-dimensional geodynamo calculations with mean-field models  More info

 11:25-12:35 Diamond, PH (San Diego)MSI
Summary of the Conference

Tuesday 21 September

 10:00-11:30 Busse, FH (Bayreuth)MSI
Parameter dependence of convection in spherical shells and its dynamo action

Thursday 23 September

 10:00-11:30 Jones, CA (Exeter)MSI
Planetary dynamos

 11:00-12:00 Santha, M (Orsay)QIS
Quantum algorithm for finding a triangle

Friday 24 September

 11:00-12:00 Werner, R (Braunschweig)QIS
Quantum cellular automata

Monday 27 September

 09:00-09:45 Hirayama, Y (Ntt Basi Research Labs)QIS
Experimental implementation of semiconductor qubit  More info

 09:45-10:30 Oberbeck, L (New South Wales)QIS
The fabrication of a silicon based quantum computer at the atomic-scale  More info

 11:00-11:45 Greentree, A (Melbourne)QIS
towards an integrated photonic quantum information platform in diamond  More info

 11:45-12:30 Jelezko, F (Stuttgart)QIS
A two-qubit conditional quantum gate with single spins in solid  More info

 14:00-14:45 Marcus, C (Harvard)QIS
Prospects and challenges for quantum information processing using carbon nanotubes  More info

 14:45-15:30 Smith, C (Cambridge)QIS
Erasable electrostatic lithography for quantum components  More info

 16:00-16:45 Ardavan, A (Oxford)QIS
Endohedral fullerenes for electron-spin-based quantum computing  More info

 16:45-17:30 Lindelof, P (Copenhagen)QIS
Field effect transistor behaviour in a single wall carbon nanotubes and peapods  More info

Tuesday 28 September

 09:00-09:45 Meier, F (UC, Santa Barbara)QIS
Quantum information processing using quantum dots  More info

 09:45-10:30 Vandersypen, L (Delft)QIS
Electron spin qubits in quantum dots  More info

 10.00-11.30 Shibata, K (Kyoto)MSI
Modelling magnetic activity in the sun, stars and accretion discs

 11:00-11:45 Tian, L (Innsbruck)QIS
Interfacing quantum optical and solid state qubits  More info

 11:45-12:30 Monroe, C (Michigan)QIS
Interfacing a single trapped ion qubit with a single photon flying quibit  More info

 14:00-14:45 Plenio, M (Imperial)QIS
Entanglement propagation in interacting quantum systems  More info

 14:45-15:30 Benjamin, S (Oxford)QIS
Easing the experimental burden: global control, perpetual coupling and the like  More info

 16:00-16:45 Burkard, G (IBM)QIS
Production and detection of entangled electrons in small solid-state structures  More info

 16:45-17:30 Osborne, T (Bristol)QIS
The propagation of quantum information through a spin system  More info

Wednesday 29 September

 09:00-09:45 Steane, A (Oxford)QIS
Cooling and controlled entanglement experiments using single and pairs of trapped calcium ions  More info

 09:45-10:30 Blatt, RB (Innsbruck)QIS
Entanglement and transfer of quantum information with trapped Ca+ ions  More info

 11:00-11:45 Hinds, E (Imperial)QIS
Atom chips: a vision for QIP with neutral atoms  More info

 11:45-12:30 Knight, P (Imperial)QIS
Decoherence issues for cold atoms near surfaces  More info

 14:00-14:45 Milburn, GJ (Queensland)QIS
Quantum closed-loop control and error correlation  More info

 14:45-15:30 Munro, W (HP Labs)QIS
Linear and nonlinear quantum optical information processing  More info

 15:30-16:15 Eisert, J (Potsdam)QIS
Optimizing linear optics quantum gates  More info

 16:45-17:30 Rarity, JG (Bristol)QIS
Experimental linear optical logic  More info

 17:30-18:15 Pryde, G (Queensland)QIS
Generating and harnessing photonic entanglement using linear optics  More info

Thursday 30 September

 09:00-09:45 Mooij, H (Delft)QIS
Superconducting quantum bits  More info

 09:45-10:30 Schaetz, T (NIST)QIS
Distributing entanglement in a multi-zone ion trap  More info

 10.00-11.30 Galloway, D (Sydney)MSI
Different limiting mechanisms for nonlinear dynamos: a more detailed account.

 11:00-11:45 Walmsley, IA (Oxford)QIS
Efficient conditional preparation of single photons for quantum-optica  More info

 11:45-12:30 Gisin, N (Geneva)QIS
2- 3- and 4-photon quantum communication in telecom fibers  More info

 14.00-14.30 QIS
Welcome and introduction

 14.30-16.00 QIS
Presentations on recent developments

 16.30-18.00 QIS
Presentations on recent developments

 18.00-19.30 QIS
Small group discussions between collaborators

Friday 01 October

 09.00-11.00 QIS
Presentations on recent developments

 11.30-12.30 QIS
Presentations on recent developments

 14.00-16.00 QIS
Wrap-up Session

Tuesday 05 October

 10.00-11:30 Rosner, R (Chicago)MSI
Validating astrophysical simulations

 11.00-12.00 Braunstein, S (York)QIS
The laplacian of a graph as a density matrix

Thursday 07 October

 11.00-12.00 Preskill, J (Caltech)QIS
Topological quantum computing for beginners

 14:30-16:00 Hurlburt, N (Lockheed-Martin, California)MSI
Modeling Magnetoconvection in active regions

Friday 08 October

 11.00-12.00 Szegedy, M (Rutgers)QIS
Quantum speed-up of Markov chain based algorithms

Monday 11 October

 11:20-11:25 MSI
Opening

 11:25-12:35 Schnack, D (San Diego)MSI
Computational MHD: A model problem for widely separated time and space scales (Chair: R Rosner)  More info

 15:30-16:40 Hollerbach, R (Glasgow)MSI
Planetary convection and dynamos (Chair: N Weiss)  More info

 16:40-17:05 Lanotte, AS (Lecce)MSI
DNS of anisotropic MHD flows (Chair: N Weiss)  More info

 17:05-17:30 Rubini, F (Florence)MSI
Convective instabilities in pre-runaway white dwarfs (Chair: N Weiss)  More info

 17:30-17:55 MSI
Contributed talk (Chair: N Weiss)

Tuesday 12 October

 09:00-10:10 Nordlund, A (Copenhagen)MSI
Staggered mesh approaches to MHD- and charged-particle simulations of astrophysical turbulence (Chair: DJ Galloway)  More info

 10:10-10:35 Brummell , NH (JILA, Boulder)MSI
Magnetic field transport in turbulent compressible convection (Chair: DJ Galloway)  More info

 10:35-11:00 Mignone, A (Turin)MSI
PLUTO: a modular code for computational astrophysics (Chair: DJ Galloway)  More info

 11.30-12.30
Staff meeting

 11:25-12:35 Cattaneo, F (Chicago)MSI
Astrophysical dynamos (Chair: DJ Galloway)

 15:30-16:40 Toomre, J (JILA, Boulder)MSI
Global modelling of solar convection, differential rotation and magnetism (Chair: MRE Proctor)

 16:40-17:05 Browning, M (JILA, Boulder)MSI
Simulations of core convection and resulting dynamo action rotating A-type stars (Chair: MRE Proctor)  More info

 17:05-17:30 Haugen, NEL (Trondheim)MSI
Mach number dependence of the onset of dynamo action (Chair: MRE Proctor)  More info

 17:30-17:55 MSI
Contributed talk (Chair: MRE Proctor)

Wednesday 13 October

 09:00-10:10 Klein, R (Berkeley)MSI
Verification and validation of astrophysical radiation-hydrodynamics (Chair: JM Stone)  More info

 10:10-10:35 Kommissarov, S (Leeds)MSI
Modelling of relativistic magnetically dominated plasmas (Chair: JM Stone)  More info

 10:35-11:00 Schekochihin, AA (Cambridge)MSI
Turbulence in magnetized plasma: do we understand and can we simulate Braginskii viscosity? (Chair: JM Stone)  More info

 11:25-12:35 Mueller, E (Garching)MSI
Supernovae and numerical (R)MHD: challenges and developments (Chair: JM Stone)  More info

Thursday 14 October

 09:00-10:10 Drake, J (Maryland)MSI
Kinetic modeling of magnetic reconnection in space and astrophysical systems (Chair: PH Diamond)  More info

 10:10-10:35 Isobe, H (Kyoto)MSI
3D simulation of emerging flux and magnetic reconnection using the Earth Simulator (Chair: PH Diamond)  More info

 10:35-11:00 Keppens, R (Rijnhuizen)MSI
Grid-adaptive simulations of magnetized jet flows (Chair: PH Diamond)  More info

 11:00-12:00 Smolin, J (IBM)QIS
The Pangloss Universe

 11:25-12:35 Brandenburg, A (Nordita)MSI
Large scale simulations of astrophysical turbulence (Chair: PH Diamond)  More info

 15:30-16:40 Linde, T (Chicago)MSI
Non-ideal MHD and beyond (Chair: NE Hurlburt)  More info

 16:40-17:05 Falle, S (Leeds)MSI
A numerical scheme for multi-fluid MHD (Chair: NE Hurlburt)  More info

 17:05-17:30 Gardiner, T (Princeton)MSI
A new CT-Godunov MHD algorithm with application to the MRI (Chair: NE Hurlburt)  More info

 17:30-17:55 Balsara, DS (Notre Dame)MSI
Amplification of interstellar magnetic fields by supernova-driven turbulence (Chair: NE Hurlburt)  More info

 18:15-19:00 MSI
Dinner at Churchill College

Friday 15 October

 09:00-10:10 Bodo, G (Turin)MSI
Simulations of astrophysical jets (Chair: A Ruzmaikin)  More info

 10:10-10:35 Aloy, MA (MPA, Garching)MSI
Short and long term simulations of relativistic magnetized jets (Chair: A Ruzmaikin)  More info

 10:35-11:00 Ferrari, A (Turin)MSI
AMR simulations of supersonic magnetized jet acceleration from accretion discs (Chair: A Ruzmaikin)  More info

 11:25-12:35 Hawley, J (Virginia)MSI
The magneto-rotational instability (Chair: A Ruzmaikin)  More info

Tuesday 19 October

 10:00-11:30 Ogilvie, GI (Cambridge)MSI
Dynamical tides and wave attractors in rotating fluid bodies

 11:00-12:00 Ruskai, MB (Tufts)QIS
Recent progress on additivity and multiplicativity channels

Thursday 21 October

 10:00-11:30 Hollerbach, R (Glasgow)MSI
Dynamics associated with the inner core tangent cylinder

 11:00-12:00 Cleve, R (Waterloo)QIS
Entangled Provers

Monday 25 October

 17.00-18.00 Rosner, R (Chicago)INS
Burning Stars in One's Office

Tuesday 26 October

 10.00-11.30 Knobloch, E (Leeds)MSI
Long dynamo waves

 11.00-12.00 Sudbery, A (York)QIS
Quantum Bell inequalities (the quantum marginal problem)

Thursday 28 October

 10.00-11.30 Subramanian, K (Pune)MSI
Helicity and helicity fluxes in turbulent dynamos

 11.00-12.00 Jozsa, R (Bristol)QIS
An introduction to measurement-based quantum computation

Tuesday 02 November

 10.00-11.30 Rieutord, M (Toulouse)MSI
Towards two-dimensional stellar models: a non-perturbative approach to rapidly rotating stars

 11.00-12.00 Bennett, CH (IBM)QIS
The reverse Shannon theorem

Thursday 04 November

 10.00-11.30 Gilbert, AD (Exeter)MSI
Passive scalar decay in simple mappings

 11.00-12.00 Koashi, M (Osaka)QIS
Security of quantum key distribution using coherent states

Friday 05 November

 11.00-12.00 Harrow, A (MIT)QIS
Quantum circuits for the Schur transform

Monday 08 November

 10:00-11:00 Gough, DO (IoA, Cambridge)MSI
Review of observational results

 11:25-12:45 MSI
Panel discussion of the observations led by J Christensen-Dalsgaard (Aarhus)

 15:30-16:30 Zahn, JP (Meudon)MSI
Theoretical issues raised by the tachocline

 16:30-17:30 MSI
Discussion led by MJ Thompson (Sheffield) Interactions between theory and observations

Tuesday 09 November

 09:00-10:00 Garaud, P (Cambridge/UCSC)MSI
Magnetic confinement of the tachocline

 10:00-11:00 McIntyre, ME (DAMTP)MSI
Solar tachocline dynamics

 11.00-12.00 Winter, A (Bristol)QIS
Aspects of generic entanglement

 11:30-12:00 Petrovay, K, Forgacs-Dajka, E (Budapest)MSI
Dynamics of the fast solar tachocline

 12:00-12:45 MSI
Discussion led by NO Weiss (DAMTP, Cambridge)

 15:30-16:00 Haynes, PH (DAMTP, Cambridge)MSI
Shellular turbulence in the Earth's atmosphere

 16:00-17:00 Miesch, MS (HAO)MSI
Turbulence in the tachocline

 17:00-17:45 MSI
Discussion led by HC Spruit (MPA, Garching)

Wednesday 10 November

 09:00-10:00 Gilman, PA (HAO, Boulder)MSI
Hydrodynamic and magnetohydrodynamic instabilities in the tachocline

 10:00-11:00 Hughes, DW (Leeds)MSI
Magnetic buoyancy instabilities and shear in the tachocline

 11:30-12:45 MSI
Discussion led by PS Cally (Monash, Melbourne)

Thursday 11 November

 09:00-10:00 Ogilvie, GI (IoA, Cambridge)MSI
Angular momentum transport by magnetohydrodynamic turbulence

 10:00-11:00 MSI
Discussion led by PH Diamond (UCSD) Transport and transport barriers in the tachocline

 11.00-12.00 Devetak, I (USC)QIS
A family of quantum protocols

 11:30-12:30 Ruediger, G (Potsdam)MSI
The solar dynamo and the tachocline

 12:30-12:45 MSI
Discussion

 15:30-17:30 MSI
Discussion led by SM Tobias (Leeds)

Friday 12 November

 09:00-10:00 Rosner, R (Chicago)MSI
What have we learnt? Where do we go from here?

 10:00-11:00 MSI
Discussion

 11:30-12:30 Spiegel, EA (Columbia)MSI
Concluding reflections

Monday 15 November

 10.30-11.15 D'Ariano, M (Pavia)QIS
On convex structures of states, POVM's and channels, and their mutual relations  More info

 11.15-12.00 Chiribella, G (Pavia)QIS
Extremel covariant POVM's  More info

 14.00-14.45 Artiles, LM (EURANDOM)QIS
Efficient minimax rates for Wigner function estimation from quantum homodyne tomography data  More info

 14.45-15.30 Owari, M (Tokyo)QIS
Local copying of orthogonal maximally entangled states and its relationship to local discrimination  More info

Tuesday 16 November

 10.00-11.30 Choudhuri, AR (Bangalore)MSI
The solar dynamo as a model of the solar cycle

 10.30-11.15 Bagan, E (Barcelona)QIS
Optimal qubit mixed state estimation  More info

 11.15-12.00 Munoz-Tapia, R (Barcelona)QIS
Estimation of qubit mixed states with local measurements  More info

 14.00-14.45 Ghosh, S (York)QIS
State estimation on a circle  More info

 14.45-15.30 Hayashi, M (ERATO)QIS
Asymptotic theory of quantum estimation  More info

 16.15-17.00 Sacchi, M (Pavia)QIS
Quantum measurements that maximise the likelihood and optimal reference frame transmission  More info

Wednesday 17 November

 10.30-11.15 Jupp, P (St Andrews)QIS
Some aspects of quantum statistical inference  More info

 11.15-12.00 Petz, D (Alfred Renyi Institute of Math, Budapest)QIS
Sufficiency in quantum statistical inference  More info

 14.00-14.45 Keyl, M (Pavia)QIS
Quantum state estimation and large deviations  More info

 14.45-15.30 Guta, M (Utrecht)QIS
On the relation between information and disturbance in quantum measurements  More info

Thursday 18 November

 10.00-11.30 Cally, PS (Monash)MSI
Acoustics of surface magnetic fields

 10.30-11.15 Fujiwara, A (Osaka)QIS
Differential geometry of quantum channel estimation  More info

 11.15-12.00 De Martini, F (Roma)QIS
Optimal realisation of non-unitary maps for quantum information  More info

 14.00-14.45 Tsuda, Y (Chuo)QIS
Quantum estimation for non-differentiable models  More info

 14.45-15.30 Hradil, Z (Palacky)QIS
Maximum likelihood methods in quantum mechanics  More info

 16:15-17:00 Ballester, M (Utrecht)QIS
Estimation of SU(d) using entanglement the d $>$ 2 case  More info

Friday 19 November

 10.30-11.15 Larsson, J-A (Linkoping)QIS
The Bell inequality and the coincidence time loophole  More info

 11.15-12.00 Loubenets , E (Moscow State Institute)QIS
Class of quantum states satisfying the original Bell inequality  More info

 14.00-14.45 Buscemi, F (Pavia)QIS
Repeatable measurements without eigenstates  More info

 14.45-15.30 Ozawa, M (Tohoku)QIS
Universal uncertainty principle  More info

Monday 22 November

 17:00-18:00 Bennett, CH (IBM)INS
Information is quantum

Tuesday 23 November

 10:00-11:00 Hughes, D (Leeds)MSI
Aspects of mean field dynamo theory

 11:00-12:00 Shirokov, M (Steklov Math Inst)QIS
The Holevo capacity of infinite dimensional channels and the additivity problem

 16:30-17:30 Guicciardini, N (Sienna)MSI
The role of mathematics in Newton's natural philosophy

Thursday 25 November

 10:00-11:00 Diamond, P (UCSD)MSI
Transport barriers

Tuesday 30 November

 10.00-11.30 Ferriz Mas, A (Vigo)MSI
Some comments on the use of Chandrasekhar's adiabatic exponents in compressible hydrodynamics

 11.00-12.00 Gottesman, D (Perimeter)QIS
High fidelity to low weight

Wednesday 01 December

 14.15-15.30 Briegel, H (Innsbruck)QIS
Entanglement and decoherence in semi-quantal gases

Thursday 02 December

 10.00-11.15 Beer, J (EAWAG, Zurich)MSI
Long-term solar variability derived from cosmogenic radionuclides

 11.00-12.00 Horodecki, P (Gdansk)QIS
Quantum states and quantum channels

 11.30-12.45 Weiss, NO (Cambridge)MSI
Modulation of cyclic activity in the Sun

Monday 06 December

 11:00-11:45 Cowley, SC (California)MSI
Plasmas in the laboratory and in astrophysics

 12:00-12:45 Gough, DO (Cambridge)MSI
Helioseismology and the rotation of the sun

 14:30-15:15 Thomas, JH ( Rochester)MSI
The strange properties of sunspots

 15:30-16:15 Cally, PS (Monash )MSI
Magneto-shear instabilities in stars

 16:45-17:30 Shukurov, A ( Newcastle)MSI
Magnetic fields in galaxies

Tuesday 07 December

 10:00-10:40 Haynes, P (Cambridge)MSI
Shear barriers

 10:40-10:55 Chernyshenko, S (Southampton)MSI
Near-wall structures

 10:55-11:10 Kerr, B (Warwick)MSI
Non-linear models

 11.00-12.00 Kauffman, L (UIC)QIS
Spin networks and anyonic topological quantum computing

 11:25-11:40 Kevlahan, N (McMaster)MSI
RDT of near-wall turbulence

 11:40-12:00 MSI
Discussion

 12:00-12:40 Blackman, E (Rochester)MSI
Mean-field MHD

 12:40-13:00 Brandenburg, A (Nordita)MSI
Passive scalar diffusion

 14:00-14:20 Schekochihin, A (Cambridge)MSI
Scaling in MHD turbulence

 14:20-14:40 MSI
Discussion

 14:40-15:20 Vassilicos, C (Imperial)MSI
Two-particle diffusion

 15:40-15:55 Gilbert, A (Exeter)MSI
Passive scalars and coherent structures

 15:55-16:10 Pavliotis, G (Imperial)MSI
Diffusion of inertial particles

 16:10-16:25 Mastorakos, N (Cambridge)MSI
Scalar dissipation rates

 16:25-16:45 MSI
Discussion

Thursday 09 December

 10:30-11:30 Cameron, R (MPI)MSI
The structure of small-scale magnetic flux tubes

 11.00-12.00 Chefles, A (Maynooth)QIS
Quantum voting

 16.00-16.30 Winter, A (Bristol)QIS
Uncertainty, monogamy, and implications for entanglement

 16.30-17.00 Buhrman, H (CWI)QIS
Communication complexity and fault tolerance

Monday 13 December

 15.00-17.00 QIS
Tutorial for QIS participants

Tuesday 14 December

 10:00-11:00 Turok, N (CMS)QIS
Workshop: Quantum Gravity and Quantum Information
Model of a big crunch/big bang transition

 11:30-12:30 Schuetzhold, R (TU Dresden)QIS
Workshop: Quantum Gravity and Quantum Information
Black hole analogues and the universality of the Hawking effect

 16:30-17:30 Unruh, B (British Columbia)QIS
Workshop: Quantum Gravity and Quantum Information
Bohr, Penrose and Hawking  More info

Wednesday 15 December

 10:00-11:00 't Hooft, G (Utrecht)QIS
Workshop: Quantum Gravity and Quantum Information
Information loss, determinism and quantum mechanics  More info

 11:30-12:30 Penrose, R (Oxford)QIS
Workshop: Quantum Gravity and Quantum Information
Limits of quantum mechanics from general relativity: a clash of principles  More info

 16:00-17:00 Loll, R (Utrecht)QIS
Workshop: Quantum Gravity and Quantum Information
Universe from sub-Planckian bits

Thursday 16 December

 10:00-11:00 Gottesman, D (Perimeter Institute)QIS
Workshop: Quantum Gravity and Quantum Information
Black hole evaporation, unitarity and final state projection  More info

 11:30-12:30 Galfard, C (CMS)QIS
Workshop: Quantum Gravity and Quantum Information
The path integral approach to the black hole information problem  More info

 16:30-17:30 Terno, D (Perimeter Institute)QIS
Workshop: Quantum Gravity and Quantum Information
When entanglement met black hole...  More info

 17.30-18.30 Markopoulou, F (Perimeter Institute)QIS
Quantum information theory and the low energy problem of quantum gravity

Friday 17 December

 10:00-11:00 Lloyd, S (MIT)QIS
Workshop: Quantum Gravity and Quantum Information
Quantum gravity and quantum computation  More info

 11:30-11:50 Plenio, M (Imperial College)QIS
Workshop: Quantum Gravity and Quantum Information
Entanglement and area

 11:50-12:10 Smolin, J (IBM )QIS
Workshop: Quantum Gravity and Quantum Information
Locked information and the black hole information loss problem  More info

 12.10-12.30 Bennett, C (IBM)QIS
Workshop: Quantum Gravity and Quantum Information
Black holes, simulated time travel and the scalability of complexity

Thursday 20 January

 10.30-12.30 Wilkie, A (Oxford)MAA
An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application  More info

 16.00-17.30 Prestel, A (Konstanz)MAA
On henselian valued fields

Tuesday 25 January

 10.00-12.00 Casanovas, E (Barcelona)MAA
T resplendent models and the Lascar group  More info

 11:00-12:00 Bjork, T (Stockholm)DQF
Good deal bounds

 16.00-17.30 Bouscaren, E (CNRS - Paris 7)MAA
Groups definable in separably closed fields and algebraic groups: definable simplicity and "pseudo-simple" groups  More info

Thursday 27 January

 11.00-12.30 Belegradek, O (Istanbul Bilgi)MAA
Expressive power of first-order logic for embedded finite models  More info

 14.30-15.30 Wilkie, A (Oxford)MAA
An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (ll)  More info

 16.00-17.00 Wilkie, A (Oxford)MAA
An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (ll)  More info

 17:00-18:00 Cairns, A (Heriot-Watt)DQF
Optimal investment for defined contribution pension plans

Monday 31 January

 11:15-12:15 Shephard, N, Barndorff-Nielsen, O, Sato, K (Oxford/Aarhus/Nagoya)DQF
Continuous time processes based on infinite activity innovations

Tuesday 01 February

 10:00-12:00 Woerner, J (Goettingen)DQF
Power variation

 11.00-12.00 Macpherson, D (Leeds)MAA
Stable pseudofinite groups  More info

 14:00-17:00 Hubalek, F (Aarhus)DQF
Some remarks ........

 16.30-18.30 Peterzil, Y (Haifa)MAA
On the topological degree of functions definable in o-minimal structures (l)  More info

 17:00-18:00 Kabanov, Y (Bescancon)DQF
The FTAP in the two-asset model under transaction costs (a result of Grigoriev)

Wednesday 02 February

 10:00-11.00 Shiryaev, A (Moscow)DQF
Towards the mathematization of some practical methods of the financial "technical analysis"

 11:00-11:30 Rosinski, J (Tennessee)DQF
Multidimensional tempered stable processes: representations and method of simulation

 11:30-12:00 Kluppelberg, C (Munchen)DQF
CoGARCH

Thursday 03 February

 10.30-12.30 Starchenko, S (Notre-Dame)MAA
On the topological degree of functions definable in o-minimal structures (ll)

 10:00-11:00 Brockwell, P (Colorado State)DQF
Levy-driven CARMA processes, stochastic volatility and CoGARCH models

 11:00-11:30 Sorensen, M (Universitetsparken 5)DQF
Multivariate diffusion modelling

 11:30-12.00 Hubalek, F ( Aarhus)DQF
Three problems in infinite divisibility

 14.30-15.30 Wilkie, A (Oxford)MAA
An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III)  More info

 16.00-17.00 Wilkie, A (Oxford)MAA
An o-minimal version of Gromov's "Algebraic Reparameterization Lemma" with a diophantine application (III)  More info

Friday 04 February

 10:00-11.00 Eberlein, E (Freiburg)DQF
Symmetries and pricing of exotic options in Levy models

 11:00-12.00 Mancini, C (Italy)DQF
Estimating the integrated volatility in stochastic volatility models with Levy jumps

Tuesday 08 February

 11.00-12.00 Newelski, L (Wroclaw)MAA
Weak generic types  More info

 14.30-15.30 Macintyre, AJ (Queen Mary, London)MAA
Model theory of elliptic functions  More info

 15:45-16:45 Tysk, J (Uppsala)DQF
Feynman-Kac formulae for black-scholes type operators

 16.00-17.00 Macintyre, AJ (Queen Mary, London)MAA
Model theory of elliptic functions  More info

 17:00-18:00 Hashem Pesaran, M (Cambridge)DQF
Forecasting time series subject to multiple structural breaks

Wednesday 09 February

 10:00-11:00 Hobson, D (Bath)DQF
Local martingales, bubbles and option prices

 11.30-13.00 Starchenko, S (Notre Dame)MAA
Tomography in o-minimal structures based on constructible functions

Thursday 10 February

 08.00-10.00 Bouscaren, E MAA
MAA - Meeting

 10.00-11.00 Pillay, A (Illinois)MAA
Connected components and generics for groups defined in o-minimal structures and p-adically closed fields (I)  More info

 11:15-12:15 Davis, M (Imperial)DQF
A problem of optimal investment with randomly terminating income

 11:30-12:30 Onshuus, A (Los Andes)MAA
Connected components and generics for groups defined in o-minimal structures and p-adically closed fields (II)

 14.30-15.30 Onshuus, A (Los Andes)MAA
Connected components and generics for groups defined in o-minimal structures and p-adically closed fields (III)

 16.00-17.00 Pillay, A (Illinois)MAA
Connected components and generics for groups defined in o-minimal structures and p-adically closed fields (IV)

Monday 14 February

 15:00-16:15 Basak, S, Croitoru, B (London Business School, McGill)DQF
On the role of arbitrageurs in rational markets

Tuesday 15 February

 15:45-16:45 Webber, N (Warwick)DQF
The joy of objects, or 'so you thought you knew how to code the Black-Scholes formula'

 17:00-18:00 Monoyios, M (Brunel)DQF
Martingale measures, Esscher transforms, indifference pricing and hedging in incomplete diffusion models

 18:00-19:00 DQF
Wine reception

Wednesday 16 February

 10.30-12.30 Macintyre, AJ (Queen Mary, London)MAA
Model theory of elliptic functions (II)

 10:00-11:00 Mao, X (Strathclyde)DQF
Numerical simulation of the mean-reverting square root process with applications to option valuation

 11:15-12:15 Neuberger, A (Warwick Business School)DQF
Strategic trading with public revelation

 14.30-15.30 Scanlon, T (Berkeley)MAA
Groups in the theory of compact complex spaces

 16.00-17.00 Scanlon, T (Berkeley)MAA
Groups in the theory of compact complex spaces

Thursday 17 February

 11.30-12.30 Kowalski, P (Wroclaw)MAA
E.c. Hasse fields - geometric axioms  More info

 14.30-15.30 Zilber, B (Oxford)MAA
Some exercises in model theory of mathematical physics

 16.00-17.00 Zilber, B (Oxford)MAA
Some exercises in model theory of mathematical physics

Monday 21 February

 11:15-12:15 Davis, M (Imperial)DQF
A survey of credit risk

 14:00-16:00 Schoenbucher, P, Giesecke, K (ETH Zurich, Cornell)DQF
Current problems in credit risk

Tuesday 22 February

 10:00-11:00 Eberlein, E (Freiburg)DQF
The defaultable Levy term structure

 11:00-12:00 Schoutens, W (UCS)DQF
A Levy-driven firm value model

 17:00-18:00 Henderson, V (Princeton)DQF
The curious incident of the investment in the market

Wednesday 23 February

 10.30-12.30 Macintyre, AJ (Queen Mary, University of London)MAA
Model theory of elliptic functions  More info

 10:00-11:00 Schmidt, T (Leipzig)DQF
Location-based mortgage risk and a note on incomplete information

 11:00-12:00 Walker, M (Toronto)DQF
Arbitrage-fee prize ranges for n'th-to-default baskets

 14.30-15.30 Bertrand, D (Paris 6)MAA
Vanishing lemmas and transcendence  More info

 16.00-17.00 Bertrand, D (Paris 6)MAA
New proofs of the Siegel-Shidlovsky theorem

Thursday 24 February

 10:00-11:00 Fouque, JP (North Carolina State University)DQF
Default and volatility time scales

 11.00-12.00 Marker, D (UIC)MAA
A remark on pseudo-exponentiation  More info

 11:00-12:00 Overbeck, L (Giessen)DQF
Some valuation models for CDOs

 15:00-16:00 Giesecke, K (Cornell)DQF
Credit/equity hybrids

 16.00-17.30 d'Aquino, P (Caserta)MAA
Quadratic forms in models of weak arithmetic

 16:00-17:00 Weber, S (Humboldt)DQF
Distribution-invariant risk measures: information and dynamic consistency

 17:00-18:00 Artzner, P (Louis Pasteur)DQF
Currency-invariant risk measures

Friday 25 February

 10:00-11:00 Davis, MHA (Imperial)DQF
Stochastic network methods in portfolio credit risk  More info

 11:00-12:00 Gregory, J (BNP Paribas)DQF
The gaussian copula model and beyond  More info

 13:30-14:30 Hutt, S (BNP Paribas)DQF
Hedging Credit Risk: theory and practice  More info

 14:30-15:30 Joshi, M (Royal Bank of Scotland)DQF
Matching base correlation skew with a naturally time-homogeneous model  More info

 16:00-17:00 Giesecke, K (Cornell)DQF
Dependent defaults and changes of time  More info

 17:00-18:00 McNeil, A (ETH Zurich)DQF
Statistical inference for dependent default and dependent migration models  More info

Saturday 26 February

 08:30-09:30 Schloegl, L (Lehman Brothers)DQF
Modelling correlation skew via mixing copulae and uncertain loss at default (Venue: Centre for Mathematical Sciences)  More info

 09:30-10:30 Laurent, JP (BNP Paribas)DQF
Pricing of basket default swaps and CDO tranches Venue: Centre for Mathematical Sciences  More info

 11:00-12:00 Sidenius, J (Bank of America)DQF
Extensions of the gaussian copula Venue: Centre for Mathematical Sciences  More info

 13:30-14:30 Schoenbucher, PJ (ETH Zurich)DQF
The pricing of options on individual CDS and CDS indices Venue: Centre for Mathematical Sciences  More info

 14:30-15:30 Hull, J DQF
Valuing CDOs Venue: Centre for Mathematical Sciences

Monday 28 February

 11:15-12:15 Rudiger, K (Ulm)DQF
Modelling CDOs

Tuesday 01 March

 17:00-18:00 Laurence, P (Roma)DQF
Hedging basket options without distributional assumption

Wednesday 02 March

 11.30-12.30 Borovik, A (Manchester)MAA
Black box groups and groups of finite Morley rank  More info

 16.00-17.30 Belair, L (UQAM)MAA
Approximation in difference valuation rings  More info

Thursday 03 March

 11:00-12:30 Burdges, J (Rutgers)MAA
Sylow theory for 'p=0' in groups of finite Morley rank

 11:30-12:30 Smith, RG (Judge Institute, Cambridge)DQF
Using structural default models to price equity default swaps

 16:00-17:30 Cherlin, G (Rutgers)MAA
Conjugacy of good tori  More info

Monday 07 March

 11:15-12:15 Artzner, P (Strasbourg)DQF
Remarks on risk management and risk measurement

 14:30-15:30 Cerny, A (Imperial)DQF
Good deal bounds

 16:00-17:00 Rogers, C (Cambridge)DQF
Dynamic convex risk measures and pricing operators

Tuesday 08 March

 11:15-12:15 Cairns, A (Heriot-Watt)DQF
Pricing death

 15:45-16:45 Schied, A (TU Berlin)DQF
Optimising under model uncertainty

 17:00-18:00 Bond, S (Cambridge)DQF
Smoothing, non-synchronous appraisal and cross-sectional aggregation in real estate price indices

Wednesday 09 March

 11:15-12:15 Barrieu, P (LSE)DQF
Optimal derivative design and risk measures

 11:30-12:30 Cluckers, R (Paris ENS)MAA
Real and motivic integration and oscillating functions  More info

 15:45-16:45 Tasche, D (Deutsche Bundesbank)DQF
The multi-factor version of the Basel II credit risk model

 16:00-17:30 Hasson, A (Oxford)MAA
Amalgamation with predimension and collapse

Thursday 10 March

 10:30-11:30 Uppal, R (London Business School)DQF
What to do about excessive volatility  More info

 11:30-12:30 Jaligot, E (Paris 7)MAA
Carter subgroups of groups of finite Morley rank  More info

 12:00-13:00 Ledford, A (Management Investments)DQF
Risk modelling and monitoring within a systematic CTA  More info

 14:00-15:00 Beckers, C (Barclays Global Investors)DQF
A multi-factor approach to hedge fund risk modelling  More info

 15:00-16:00 Fung, W (London Business School)DQF
Pricing extreme market event risk: theory and evidence from traded options and trend-following hedge funds

 16:00-17:15 Point, F (Mons)MAA
On commutative von Neumann regular rings with an automorphism

 16:30-17:30 Hodges, S (Warwick Business School)DQF
An economist's view of risk management of hedge funds

Friday 11 March

 13:30-15:00 Hodges, S DQF
Discussions on hedge funds

Monday 14 March

 13:00-13:30 Uppal, R (London Business School)DQF
Overview of international finance

 13:30-14:45 Froot, KA, Ramadorai, T (Harvard, Oxford)DQF
The information content of international portfolio flows

 15:00-16:15 Basak, S, Croitoru, B (London Business School, McGill)DQF
On the role of arbitrageurs in rational markets

Tuesday 15 March

 09:30-10:45 Pavlova, A, Rigobon, R (MIT)DQF
Flight to quality, contagion and portfolio constraints

 11:00-12:15 Bhamra, HS (British Columbia)DQF
International stock market integration: a dynamic general equilibrium approach

 13:45-15:00 Tang, H, Xia, Y (Pennsylvania)DQF
An international examination of affine term structure models and the expectations hypothesis

 15:15-16:30 Albuquerque, R, Bris, A, Schneider, M (Rochester, Yale, NYU)DQF
Equity home bias and individual behaviour

 17:00-18:15 DeMiguel, A-V, Uppal, R, Garlappi, L (London Business School, Austin)DQF
How inefficient are simple asset-allocation strategies?

Wednesday 16 March

 10.30-11.20 Altinel, T (Universite Lyon-1)MAA
The programme for classification of groups of finite morley rank

 11:15-12:15 Sircar, R (Princeton)DQF
Valuation of employee stock options

 12.00-13.00 Cherlin, G (Rutgers)MAA
Ultraproducts and complex reflection groups

 14.00-14.50 Jaligot, E (Universite Paris 7)MAA
Good tori and bad fields

 15.00-15.50 Zilber, B (Oxford)MAA
The algebraicity conjecture: some thoughts against

 16.30-17.30 Borovik, A (Manchester)MAA
Finite group theory: The next generation  More info

Thursday 17 March

 10:00-12:00 Timmesfeld, F (Giessen)MAA
Identifications of Lie type groups

Friday 18 March

 10:00-11:00 Cairns, A (Heriot-Watt)DQF
A family of term structure models with stochastic volatility

 11:30-12:30 Joshi, M, Stacey, A (Royal Bank of Scotland)DQF
Beyond predictor- corrector: better discretisations of the LIBOR market model

 13:30-14:30 Hunter, C (BNP Paribas)DQF
Applications of financial mathematics to trading

 14:30-15:30 Savine, A (BNP Paribas)DQF
Smile consistent term structure models

 16:00-17:00 Rogers, C (Cambridge)DQF
One for all: the potential approach to hedging and pricing

Monday 21 March

 11:15-12:15 F\"ollmer, H (Humboldt)DQF
Robust preferences and worst case martingale measures

Tuesday 22 March

 11:30-12:30 Altinel, T (Lyon 1)MAA
Simple groups without involutions  More info

 15:30-17:00 Prest, M (Manchester)MAA
Spectra of triangulated categories  More info

 15:45-16:45 Hernandez, D (CIMAT)DQF
On the characterization of the optimal growth rate of investment portfolios

 17:00-18:00 Dibeh, G (Lebanese American University)DQF
Nonlinearities and time delays in economic and financial modelling

Wednesday 23 March

 11:00-12:30 Loeser, F (Paris ENS)MAA
Enlarging motivic constructible functions to exponentials  More info

 11:15-12:15 Rheinlander, T (LSE)DQF
Arbitrage opportunities in a market with a large trader

 15:30-17:00 Koenigsmann, J (Freiburg)MAA
Galois axioms for fields  More info

Tuesday 29 March

 10.00-11.00 Macintyre, A (Queen Mary, London)MAA
Introduction

 11.30-12.30 Pillay, A (Illinois)MAA
Stability, differential fields, and related structures  More info

 14.00-15.00 Bouscaren, E (Paris)MAA
Stability, differential fields, and related structures  More info

 15.30-16.30 Macpherson, D, Lippel, D (Leeds/McMaster)MAA
Model theory of algebraically closed valued fields  More info

 16.30-17.30 Macpherson, D, Lippel, D (Leeds/McMaster)MAA
Model theory of algebraically closed valued fields  More info

 17:00-18:00 Fedotov, S (Manchester)DQF
An adaptive method for valuing derivatives on assets with stochastic volatility

Wednesday 30 March

 09.00-10.00 Pillay, A (Illinois)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Stability, differential fields, and related structures  More info

 10.00-11.00 Bouscaren, E (Paris)MAA
Stability, differential fields, and related structures  More info

 11.30-12.30 Macpherson, D, Lippel, D (Leeds/McMaster)MAA
Model theory of algebraically closed valued fields  More info

 14.00-15.00 Macpherson, D, Lippel, D (Leeds/McMaster)MAA
Model theory of algebraically closed valued fields  More info

 15.30-16.30 Bost, JB (Paris)MAA
Some problems arising from the Diophantine study of algebraic foliations  More info

Thursday 31 March

 09.00-10.00 Pillay, A (Illinois)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Stability, differential fields, and related structures  More info

 10.00-11.00 Macpherson, D, Lippel, D (Leeds/McMaster)MAA
Model theory of algebraically closed valued fields  More info

 11.30-12.30 Scanlon, T (California)MAA
A local Andre-Oort conjecture via ACFA

 11:15-12:15 Kijima, M (Kyoto)DQF
Value-at-risk in a market subject to regime switching

 14.00-15.00 Fesenko, I (Nottingham)MAA
Two dimensional arithmetic geometry and nonstandard mathematics  More info

 15.30-16.30 Roessler, D (ETH, Zurich)MAA
On a theorem of Simpson

Friday 01 April

 09.00-10.00 Zilber, B (Oxford)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Zariski-type structures

 10.00-11.00 Zilber, B (Oxford)MAA
Zariski-type structures

 11.30-12.30 Henson, CW, Berenstein, A (Illinois)MAA
Model theory for metric structures  More info

 14.00-15.00 Henson, CW, Berenstein, A (Illinois)MAA
Model theory for metric structures  More info

 15.30-16.30 Yomdin, J (Weizman)MAA
Closed trajectories of plane systems of ODE's, moments, iterated integrals, and compositions - with the stress on some "formal" aspects  More info

Monday 04 April

 DQF
Workshop: The interface between quantitative finance and insurance
(A satellite workshop at ICMS, Edinburgh)

 09.00-10.00 Zilber, B (Oxford)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Zariski-type structures

 10.00-11.00 Zilber, B (Oxford)MAA
Zariski-type structures

 11.30-12.30 Henson, CW, Berenstein, A (Illinois)MAA
Model theory for metric structures  More info

 14.00-15.00 Henson, CW, Berenstein, A (Illinois)MAA
Model theory for metric structures  More info

 15.30-16.30 Raynaud, Y (Paris)MAA
Ultrapowers and ultraroots in Banach spaces theory

Tuesday 05 April

 DQF
Workshop: The interface between quantitative finance and insurance
(A satellite workshop at ICMS, Edinburgh)

 09.00-10.00 Zilber, B (Oxford)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Zariski-type structures

 10.00-11.00 Henson, CW, Berenstein, A (Illinois)MAA
Model theory for metric structures  More info

 11.30-12.30 Loeser, F (ENS, Paris)MAA
Operations on constructible functions (I)  More info

 14.00-15.00 Loeser, F (ENS, Paris)MAA
Operations on constructible functions (II)  More info

 15.30-16.30 Lion, J-M, Speissegger, P (Universite de Rennes 1/McMaster)MAA
The theorem of the complement for nested sub-Pfaffian sets  More info

 16.30-17.30 Peterzil, Y (Haifa)MAA
Nonstandard 1-dimensional tori are locally modular  More info

Wednesday 06 April

 DQF
Workshop: The interface between quantitative finance and insurance
(A satellite workshop at ICMS, Edinburgh)

 09.00-10.00 Campana, F (Nancy)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Isotriviality criteria for families of non-algebraic compact K\" ahler manifolds, and model-theoretic nonmultidimensionality of the class C.  More info

 10.00-11.00 Pheidas, Th, Zahidi, K (Crete/Antwerpen)MAA
Analogues of Hilbert's tenth problem  More info

 11.30-12.30 Pheidas, Th, Zahidi, K (Crete/Antwerpen)MAA
Analogues of Hilbert's tenth problem  More info

 14.00-15.00 Eisentrager, K (Michigan)MAA
Hilbert's tenth problem for function fields  More info

 15.30-16.30 Loeser, F (ENS, Paris)MAA
Operations on constructible functions (III)  More info

 16.30-17.30 Cluckers, R (ENS, Paris)MAA
Real integration of oscillating functions  More info

 17.00-18.0 Hobson, D (Bath)DQF
Optimal timing for an asset sale

Thursday 07 April

 DQF
Workshop: The interface between quantitative finance and insurance
(A satellite workshop at ICMS, Edinburgh)

 09.00-09:30 Hasson, A, Zilber, B (Oxford/Oxford)MAA
Workshop: An Introduction to Recent Applications of Model Theory
Analytic Zariski geometries and the Hrushovski Collapse  More info

 09:30-10:00 Barbina, S (Turin)MAA
Reconstruction of homogeneous relational structures  More info

 10:00-10:30 Soufflet, R (Lyon 1)MAA
Arc-properties of functions definable in o-minimal structures  More info

 10:30-11:00 Usvyatsov, A (Hebrew)MAA
The theory of a Hilbert space with a generic automorphism  More info

 11:30-12:00 Mellor, T (Regensburg)MAA
An Euler characteristic for real closed valued fields  More info

 15.30-16.30 Chatzidakis, Z (Paris)MAA
Application of arc spaces to the model theory of fields with commuting derivations

 16.30-17.30 Hrushovski, E (Hebrew)MAA
Model theoretic topics in valued fields I

Friday 08 April

 DQF
Workshop: The interface between quantitative finance and insurance
(A satellite workshop at ICMS, Edinburgh)

 09.00-10.00 Wilkie, A (Oxford)MAA
Workshop: An Introduction to Recent Applications of Model Theory
On the quasi-minimality of certain expansions of the complex field  More info

 10.00-10:30 Suer, S (UIUC)MAA
Grothendieck-Katz conjecture for elliptic curves  More info

 10:30-11:00 Kirby, J (Oxford)MAA
Schanuel conditions for Weierstrass differential equations  More info

 11.30-12:00 Ghioca, D (UC Berkeley)MAA
Mordell-Lang theorem for Drinfeld modules and minimal groups in the theory of separably closed fields  More info

 12:00-12:30 Yaffe, Y (McMaster)MAA
Classes of (Lie) Differential Fields without Model Companions  More info

 14.00-15.00 Hrushovski, E (Hebrew)MAA
Model theoretic topics in valued fields II

 15.30-16.30 Macintyre, A (Queen Mary, London)MAA
Model theory of elliptic functions: model completeness, uniformity, decidability

Tuesday 12 April

 11:15-12:15 Friz, P (Cambridge)DQF
Introduction to Malliavin calculus

 15:45-16:45 Friz, P (Cambridge)DQF
Computation of Greeks via Monte Carlo methods: improvements with and without Malliavin calculus

 17:00-18:00 Hodges, S (Warwick)DQF
The value of a storage facility

Wednesday 13 April

 14:00-15:00 Edmundo, M (CMAF - Universidade di Lisboa, Portugal)MAA
Sheaf cohomology in arbitrary o-minimal structures  More info

 15:30-16:30 Edmundo, M (CMAF - Universidade di Lisboa, Portugal)MAA
Sheaf cohomology in arbitrary o-minimal structures  More info

Thursday 14 April

 11:15-12:15 Dybvig, P (Washington)DQF
Life-cycle consumption and investment

 11:30-12:30 Martin Pizarro, A (Berlin)MAA
Galois cohomology for surgical fields  More info

 15:30-17:00 Tomasic, I (Lyon 1)MAA
A twisted Chebotarev Theorem

Tuesday 19 April

 15.45-16:45 Cerny, A (Imperial)DQF
On the structure of general mean-variance hedging strategies

 17.00-18.00 Pagan, A (ANU)DQF
Some econometric analysis of constructed binary series

Wednesday 20 April

 10:00-11:00 Menkens, O DQF
Crash hedging strategies and optimal portfolios

 11.15-12.15 Wiese, A (Heriot-Watt)DQF
High order stochastic integrators

 11:30-12:30 Wagner, F (Lyon 1)MAA
Counting in bad fields

 15:30-17:00 Gavrilovich, M (Oxford)MAA
On the model theory of universal covers of algebraic varieties

Thursday 21 April

 09:00-18:00
Professor Keith Moffatt ~ 70th Birthday Meeting

 10.00-11.00 Lamberton, D (Marne-la-Vallee)DQF
A duality approach for the analysis of weak convergence of the Euler Scheme

 11.15-12.15 Potter, C (Oxford)DQF
Completing stochastic volatility models with variance swaps

 13.30-15.00 de Piro, T (Edinburgh)MAA
A non-standard Bezout theorem

 15:30-17:00 Khovanskii, A (Toronto)MAA
Solvability and unsolvability of equations in finite terms  More info

Friday 22 April

 10:00-11:00 Madan , D (Maryland)DQF
On modelling for equity derivatives  More info

 11:30-12:30 Walton, J (BNP Paribas)DQF
The black art of FX modelling  More info

 13:30-14:30 Dempster , M (Cambridge)DQF
Modelling incomplete markets for long term asset liability management  More info

 14:30-15:30 Karasinski, P (HSBC)DQF
Mindless fitting?  More info

 16:00-17:00 Carr, P (Bloomberg)DQF
Meta modelling  More info

Monday 25 April

 11:15-12:00 Schachermayer, W (Vienna)DQF
Optimal risk sharing for law invariant monetary utility function

 14:30-15:15 Frittelli, M (Firenze)DQF
A unifying framework for utility maximisation

 16:00-16:45 Campi, L (Vienna)DQF
Super-replication with transaction costs

Tuesday 26 April

 11:15-12:00 El Karoui, N (Ecole Polytechnique)DQF

 14:00-15:30 Foldes, L (LSE)DQF
Boundary value problems in optimal investment

 17:00-18:00 Hobson, D (Bath)DQF
Optimal timing for an asset sale

Wednesday 27 April

 10:30-12:30 Hrushovski, E (Jerusalem)MAA
Model theoretic topics in valued fields III

 11:15-12:00 Davis, M (Imperial)DQF
The range of traded option prices

 14:00-14:45 Rasonyi, M (Budapest)DQF
Convergence of utility prices

 15:30-17:00 Khovanskii, A (Toronto)MAA
On a one-dimensional topological variant of Galois theory

 16:00-17:15 Kramkov, D (Carnegie-Mellon)DQF
Sensitivity analysis of utility - based prices and risk tolerance wealth processes

Thursday 28 April

 09:30-10:30 Ershov, Y (Novosibirsk)MAA
Model theory of multi-valued fields

 11:00-12:30 Dickmann, M (Paris)MAA
The Marshall and Milnor conjectures for formally real von Neumann regular rings  More info

 14:00-14:45 Campi, L (Vienna)DQF
Super-replication with transaction costs in continuous time

 17:00-18:00 Ershov, Y (Novosibirsk)MAA
Model theory of multi-valued fields

Friday 29 April

 14:00-15:15 Scandolo, G (University of Firenze)DQF
Conditional convex risk measures

Tuesday 03 May

 11:00-12:30 Michaux, C (Mons)MAA
Bisimulations for o-minimal hybrid systems  More info

 15:45-16:45 Zervos, M (Kings College London)DQF
A model for reversible investment capacity expansion

 16:30-18:00 Gabrielov, A (Purdue)MAA
Betti numbers of sets defined by quantifier-free formulas  More info

 17:00-18:00 Hughston, L (Kings College London)DQF
A class of exactly solvable credit models

Wednesday 04 May

 10:00-11:00 Owen, M (Heriot Watt)DQF
Duality of cones and utility-based super-replication prices

 10:00-11:00 Otero, M (Madrid)MAA
Definably compact groups

 11:15-12:15 Cox, A (York)DQF
Skorokhod embeddings in finance

 11:30-12:30 Otero, M (Madrid)MAA
Definably compact groups

 15:30-17:00 Gabrielov, A (Purdue)MAA
Betti numbers of sets defined by formulas with quantifiers  More info

Thursday 05 May

 11:15-12:15 Kou, S (Columbia)DQF
Credit spread, endogenous default and implied volatility with jump risk

Monday 09 May

 11:15-12:15 Broadie, M, Glasserman, P (Columbia)DQF
Computational finance, introductory meeting

Tuesday 10 May

 17:00-18:00 Hurd, T (McMaster)DQF
CDO computations in the affine Markov chain credit model

Wednesday 11 May

 09:00-17:00 DQF
Computational Finance

 11:30-12:30 Kuhlmann, S (Saskatchewan)MAA
Truncation integer parts of valued fields  More info

 14:00-15:00 Kuhlmann, S (Saskatchewan)MAA
Truncation integer parts of valued fields  More info

Thursday 12 May

 09:00-17:00 DQF
Computational Finance

 11:30-12:45 Scowcroft, P (Wesleyan )MAA
Non-negative solvability of linear equations in ordered groups  More info

 15:30-17:00 Michaux, C (Mons)MAA
Dimension theory for BSS - r.e. sets

Friday 13 May

 10:00-11:00 Friz, P (Cambridge)DQF
Pricing volatility derivatives as inverse problem

 11:30-12:30 Sabanis, S (Edinburgh)DQF
A class of stochatic volatility models and EMM

 13:30-14:30 Gatarek, D (Numerix)DQF
Uncertain volatility approach to smile modelling

 14:30-15:30 Albanese, C (Imperial)DQF
Stochastic volatility and local levy processess on lattices

 16:00-17:00 Rebonato, R (Royal Bank of Scotland)DQF
Why neither time-homogeneity nor time-dependance will do: theoretical implications and empirical evidence from the US dollars option market

 17:00-18:00 Alexander, C (ISMA Centre)DQF
Unifying volatility models   More info

Saturday 14 May

 09:00-10:00 Galluccio, S (BNP Paribas)DQF
Modelling hybrids with jumps and stochastic volatility at CMS, room MR2

 10:00-11:00 Bonnaud, J (BNP Paribas)DQF
Solving the stochastic volatility/jumps dilemna: mapping technique and subordinators - at CMS, room MR2

 11:30-12:30 Rasmussen, H (Oxford)DQF
Some forward volatility approximations at CMS, room MR2

 13:30-14:30 Cont, R (Paris)DQF
Hedging in models with jumps at CMS, room MR2

 14:30-15:30 Lee, R (Chicago)DQF
From generalized put-call symmetry to robust hedges of volatility derivatives - at CMS, room MR2

Monday 16 May

 11:15-12:15 Bally, V (Paris)DQF
Sensitivity computation in jump models

 15:30-16:30 Hurd, T (McMaster)DQF
A Monte Carlo method for exponential hedging of contingent claims

 17:00-18:00 Pliska, S (Chicago)INI
Portfolio optimization: The quest for useful mathematics

Tuesday 17 May

 11:15-12:15 Touzi, N (CREST)DQF
Towards Monte Carlo methods for fully non-linear parabolic second order PDE's

 15:45-16:45 Cvitanic, J (UCLA)DQF
Estimation of volatility values from discretely observed diffusion data

 17:00-18:00 Carmona, R (Princeton)DQF
Applications of optimal switching to energy tolling agreements

Wednesday 18 May

 09:00-17:00 DQF
Monte Carlo Methods

 11:30-12:30 Kim, M (University of Arizona)MAA
Relative computability for curves  More info

Thursday 19 May

 09:00-17:00 DQF
Monte Carlo Methods

 11:30-12:30 Mellor, T (Regensburg)MAA
Elimination of imaginaries for real closed valued fields

 14:00-15:00 Wencel, R (Leeds)MAA
Topological properties of sets definable in weakly o-minimal structures  More info

 15:30-16:30 Wencel, R (Leeds)MAA
Groups and fields definable in weakly o-minimal structures

Friday 20 May

 09:00-17:00 DQF
Monte Carlo Methods

Monday 23 May

 09:55-10:00 Kiyotaki, N (LSE)DQF
Welcoming remarks

 10:00-11:00 Morris, S (Yale)DQF
Higher order expectations in economics and finance: an overview

 11:30-12:30 Kondor, P (LSE)DQF
The more we know, the less we agree: public announcements and higher-order expectations

 14:00-15:00 Angeletos, G-M (MIT)DQF
Crises and prices: information aggregation, multiplicity and volatility

 15:30-16:30 Bacchetta, P (Studienzentrum Gerzensee)DQF
Higher order expectations in asset pricing

Tuesday 24 May

 09:00-10:00 Hellwig, C (UCLA)DQF
Self-fulfilling currency crises: the role of interest rates

 10:00-11:00 Pavan, A (Northwestern)DQF
The social value of information and coordination

 11:30-12:30 Guimaraes, B (LSE)DQF
Good Ponzi schemes and the price of debt

 14:00-15:00 Lorenzoni, G (MIT)DQF
Imperfect information, consumers expectations and business cycles

 15:30-16:30 DQF
Tba

Wednesday 25 May

 10:30-12:30 Rolin, J-P (Universite de Bourgogne)MAA
Non-oscillating solutions of differential equations and o-minimality  More info

 11:15-12:15 Grasselli, M (McMaster University)DQF
Indifference pricing in two factor models: new results for stochastic volatility and real options

 16:30-17:30 Gabrielov, A (Purdue)MAA
Mystery of point charges  More info

Thursday 26 May

 09:00-10:00 Gabrielov, A (Purdue)MAA
Rational functions and real Schubert calculus

 10:30-11:30 Singer, M (North Carolina State University)MAA
Galois theory of parameterised linear differential equations and linear differential algebraic groups  More info

 11:15-12:15 Gatheral, J (New York University)DQF
Valuation of volatility derivatives

Friday 27 May

 09:00-17:00 DQF
Agent Interactions/Capital Market Theory

Tuesday 31 May

 15:45-16:45 Challet, D (Oxford)DQF
Inter-pattern speculation: beyond minority, majority and {\sl\$}-games

 17:00-18:00 Jacka, S (Warwick)DQF
Decomposing financial and other monetary risk

Wednesday 01 June

 11:00-12:30 Moosa, R (Waterloo)MAA
Model theory of compact complex spaces I: introduction

 11:15-12:15 Peskir, G (Aarhus)DQF
The trap of complacency in predicting the maximum

 14:00-15:00 Ressayre, JP (Paris 7)MAA
Transseries and polynomially bounded o-minimality  More info

Thursday 02 June

 11:15-12:15 Tehranchi, M (Texas)DQF
A term structure approach to volatility

 11:30-12:30 Steinhorn, C (Vassar)MAA
On close to tame expansions of densely ordered groups  More info

 14:00-15:30 Moosa, R (Waterloo)MAA
Model theory of compact complex spaces II: essentially saturated space

 15:45-16:45 Vecer, J (Columbia)DQF
Crash options and rally options

Tuesday 07 June

 17:00-18:00 Mandelbrot, B (Yale)DQF
Fractal and multi-fractal finance: key ideas and tools

Wednesday 08 June

 10:30-12:30 Van den Dries, L (Urbana-Champaign)MAA
Algebraically closed and real closed fields with small multiplicative group

 14:30-15:30 Pillay, A (Urbana-Champaign)MAA
Model theory of compact complex spaces III: Campana's work on the nonmultidimensionality conjecture

 15:45-16:45 Frittelli, M (Firenze)DQF
Capital requirements for processes

 17:00-18:00 Hernandez, D (CIMAT)DQF
On relations between risk sensitive control, indifference pricing and the growth rate of portfolios

Thursday 09 June

 11:00-12:00 Kuhlmann, F-V (Saskatchewan)MAA
Additive polynomials  More info

 14:00-15:00 Pillay, A (Urbana-Champaign)MAA
Groups, measures and NIP  More info

 15:30-16:30 Pillay, A (Urbana-Champaign)MAA
Groups, measures and NIP

Monday 13 June

 09:00-17:00 DQF
Econometrics

 11:00-12:00 Hansen, L (Chicago)DQF
Long run risk

Tuesday 14 June

 09:00-17:00 DQF
Econometrics

 17:00-18:00 Honkapohja, S (Cambridge)DQF
Near-rational exuberence

Wednesday 15 June

 09:00-17:00 DQF
Econometrics

 10:30-12:00 Poonen, B (Berkeley)MAA
Fields with finitely many definable subsets  More info

 14:00-15:00 Wilkie, A (Oxford)MAA
Some model theory of complex analytic functions

 15:30-16:30 Wilkie, A (Oxford)MAA
Some model theory of complex analytic functions

Thursday 16 June

 09:00-17:00 DQF
Econometrics

 10:30-12:00 Poonen, B (Berkeley)MAA
Uniform first order definitions in finitely generated fields  More info

 14:00-15:00 Kuhlmann, F-V (Saskatchewan)MAA
Dense subfields of henselian fields, integer parts, and nasty valuations on rational function fields  More info

Friday 17 June

 09:00-17:00 DQF
Econometrics

Tuesday 21 June

 17:00-18:00 Platen, E (University of Technology, Sydney)DQF
Understanding implied volatility surfaces

Wednesday 22 June

 11:15-12:15 Shreve, S (Carnegie Mellon)DQF
Minimising convex risk measures by trading

 11:30-12:30 Glass, A (Cambridge)MAA
A Higman subgroup theorem for lattice-ordered groups

 15:30-16:00 Hobson, D (Bath)DQF
Executive stock options revisited

 16:00-17:00 Aschenbrenner, M (Chicago)MAA
A generalisation of the Hilbert Basis Theorem

Thursday 23 June

 11:15-12:15 Oertel, F (Heriot Watt)DQF
The stochastic logarithm of semimartingales and market prices of risk

 15:30-17:00 Macpherson, D (Leeds)MAA
Measurable structures, and asymptotics in finite structures  More info

Monday 27 June

 17:00-18:00 Hrushovski, E (Hebrew University)INI
Integration and Logic  More info

Tuesday 28 June

 14:30-15:00 Bank, P (Columbia)DQF
On Gittin's theorem in continuous time

 15:30-16:00 Hobson, D (Bath)DQF
Executive stock options revisited

Wednesday 29 June

 11:00-12:30 Wilson, J (Oxford)MAA
Characterisation and axiomatisation of finite soluble groups  More info

 14:00-14:50 Guo, X (Cornell)DQF
Information reduction in credit risk models

 14:50-15:35 Elouerkhaoui, Y (Citigroup)DQF
Hedging basket credit derivative claims: a local risk-minimisation approach

 16:15-17:05 Hughston, L (King's)DQF
Beyond hazard rates

 17:05-18:00 di Graziano, G (Cambridge)DQF
A new approach to the modelling of default correlation

Thursday 30 June

 14:00-15:30 Poonen, B (Berkeley)MAA
Uniform first order definitions in finitely generated fields II

 14:30-15:30 Pliska, S (Chicago)DQF
Morgate valuation and optimal refinancing

 16:00-17:00 Kuhlmann, F-V (Saskatchewan)MAA
More on additive polynomials

Monday 04 July

 09:00-17:00 MAA
Workshop: Pure Model Theory - UEA, Norwich

 10:15-10:20 DQF
Welcome

 10:20-11:10 Shreve, S (Carnegie-Mellon)DQF
Futures trading model with transaction costs

 11:40-12:30 Taylor, S (Lancaster)DQF
Comparisons of P - densities obtained from historical asset prices, option prices and risk transformations

 14:00-14:50 Zervos, M (King's College, London)DQF
A discretionary stopping problem with applications to the optimal timing of investment decisions

 14:50-15:40 Neuberger, A (Warwick)DQF
The value of being American

 16:10-17:00 Wystup, U (HfB, Frankfurt)DQF
On the cost of delayed fixing announcements and it's impact on FX exotic options

Tuesday 05 July

 09:00-17:00 MAA
Workshop: Pure Model Theory - UEA, Norwich

 09:30-10:20 Geman, H (ESSEC)DQF
Different approaches to the volatility surface: from Levy processes to local Levy

 10:20-11:10 Frey, R (Leipzig)DQF
Pricing portfolio credit derivatives in a Markovian model of default interaction

 11:40-12:30 Platen, E (University of Technology, Sydney)DQF
A unified framework for portfolio optimization and asset pricing

 14:00-14:50 Branger, N (Goethe University, Frankfurt)DQF
An economic motivation for variance contracts

 14:50-15:40 Zhou, XY (Chinese University of Hong Kong)DQF
Mean-- Semivariance portfolio selection: single periods vs continuous time

 16:10-17:00 Musiela, M (BNP Paribas)DQF
Mathematical issues with volatility modelling

Wednesday 06 July

 09:00-17:00 MAA
Workshop: Pure Model Theory - UEA, Norwich

 09:30-10:20 Ait-Sahalia, Y (Princeton University)DQF
Ultra high frequency data, volatility estimation and market microstructure noise

 10:20-11:10 Sircar, R (Princeton)DQF
Valuation of credit derivatives

 11:40-12:30 Kou, S (Columbia)DQF
Modelling growth stocks

Thursday 07 July

 09:00-17:00 MAA
Workshop: Pure Model Theory - UEA, Norwich

 09:30-10:20 Lando, D (Copenhagen)DQF
Decomposing swap spreads

 10:20-11:10 Monoyios, M (Brunel)DQF
Esscher transforms, martingale measures and optimal hedging in incomplete diffusion models

 11:40-12:30 Becherer, D (Imperial)DQF
Backward SDE's with jumps and applications in utility optimisation

 14:00-14:50 Kramkov, D (Carnegie-Mellon)DQF
Sensitivity analysis of utility based prices and risk-tolerance wealth processes

 14:50-15:40 Dupire, B (Bloomberg)DQF
Optimal process approximation: application to delta hedging and technical analysis

 16:10-17:00 Baxter, M (Nomura)DQF
Correlation, skew and target redemption inverse floaters

Friday 08 July

 09:00-17:00 MAA
Workshop: Pure Model Theory - UEA, Norwich

 09:30-10:20 Hughston, L (King's College, London)DQF
An information-based approach to asset-pricing dynamics

 10:20-11.10 Bank, P (Columbia)DQF
Irreversible investments under dynamic capacity constraints

 11:40-12:30 Benth, F (University of Oslo)DQF
Option pricing in the Barndorff-Nielsen and Shephard stochastic volatility model

 14:00-14:50 Davis, M (Imperial)DQF
Complete-market models of stochastic volatility

 15:20-16:10 Ross, S (MIT)DQF
A neoclassical look at behavioural finance

Monday 11 July

 09:30-10:00 MAA
Welcome

 10:00-11:00 van den Dries, L (Illnois)MAA
Asymptotic differential algebra and H-fields  More info

 11:30-12:30 Hrushovski, E (Hebrew University)MAA
Definable groups over valued fields

 14:30-15:30 Lion, J-M (Rennes 1)MAA
The Haefliger theorem for foliations and o-minimal structures

 16:00-17:00 Rolin, J-P (Bourgogne)MAA
Quasi-analytic solutions of differential equations and o-minimal structures  More info

 17:00-18:00 Aschenbrenner, M (Illinois)MAA
Solving linear differential equations over H-fields  More info

Tuesday 12 July

 09:00-10:00 Pink, R (ETH Zentrum)MAA
A common generalisation of the conjectures of Andre-Oort, Manin-Mumford and Mordell-Lang  More info

 10:00-11:00 Roessler, D (Paris 7)MAA
Two applications of automatic uniformity

 11:30-12:30 Moosa, R (Waterloo)MAA
Strongly minimial groups in the theory of compact complex spaces  More info

 14:30-15:30 Otero, M (Madrid)MAA
Aspects of the algebraic structure of groups definable in o-minimal structures  More info

 16:00-17:00 Tent, K (Bielefeld)MAA
On the number and shape of asymptotic cones of semialgebraic groups  More info

 17:00-18:00 Jaligot, E (Lyon II)MAA
Groups of finite Morley rank and genericity  More info

 17:00-18:00 Cherny, A (Moscow State)DQF
Pricing, optimality and equilibrium based on coherent risk measures

Wednesday 13 July

 09:00-10:00 Poonen, B (Berkeley)MAA
Uniform first order definitions in finitely generated fields

 10:00-11:00 Denef, J (Leuven)MAA
Orbital integrals for linear groups

 11:30-12:30 Gordon, J (Toronto)MAA
An application of motivic integration to representations of p-adic groups

Thursday 14 July

 09:00-10:00 Cano, F (Valladolid)MAA
Non-oscillating trajectories of vector fields and Zariski's local uniformization  More info

 10:00-11:00 Vorobjov, N (Bath)MAA
Homotopy types of fibres of pfaffian maps  More info

 11:15-12:15 Dempster, M DQF
Dynamic correlation intensity modelling for portfolio credit risk

 11:30-12:30 Starchenko, S (Notre Dame)MAA
On the topological degree of functions definable in o-minimal structures

 14:30-15:30 Robinson, Z (East Carolina)MAA
Analytic Denef-Pas cell decomposition  More info

 16:00-17:00 Lipshitz, L (Purdue)MAA
Overconvergent real closed quantifier elimination  More info

Friday 15 July

 09:00-10:00 Chatzidakis, Z (Paris 7)MAA
Model theory of difference fields and some remarks on Galois groups  More info

 10:00-11:00 Wagner, FO (Lyon I)MAA
Small profinite groups

 11:15-12:15 Tian, W (Waterloo)DQF
Default and capital structure with equity-linked debt securities

 11:30-12:30 Pop, F (Pennsylvania)MAA
Elementary equivalence vs isomorphism over large fields  More info

 14:30-15:30 Scanlon, TW (Berkeley)MAA
Additive groups

 14:30-15:30 Zhang, L (Carnegie-Mellon)DQF
Estimating volatility with noisy high frequency data

 16:00-17:00 Gabrielov, A (Purdue)MAA
Betti numbers of definable sets  More info

Tuesday 19 July

 15:45-16:45 Lim, A (Berkeley)DQF
An alternative formulation of the robust portfolio selection problem

 17:00-18:00 Mykland, P (Chicago)DQF
Volatility and options hedging


INS indicates an Institute Seminar

Mustapha Amrani
Copyright ©& _ 1996 Isaac Newton Institute.
Updated at 11:16 AM on 13 January 2006