| 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)
 14:00-17:00 | MRT |
| A plenary session with 5 minutes for each participant to introduce themselves | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 10:00-11:00 Huba, J (Washington) | MRT |
| Hall MHD reconnection | |
| 11:30-12:30 Hoshino, M (Tokyo) | MRT |
| Nonthermal particle acceleration | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 11:00-12:00 | QIS |
| TBA | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 10:00-11:30 Busse, FH (Bayreuth) | MSI |
| Parameter dependence of convection in spherical shells and its dynamo action | |
| 10:00-11:30 Jones, CA (Exeter) | MSI |
| Planetary dynamos | |
| 11:00-12:00 Santha, M (Orsay) | QIS |
| Quantum algorithm for finding a triangle | |
| 11:00-12:00 Werner, R (Braunschweig) | QIS |
| Quantum cellular automata | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 11.00-12.00 Szegedy, M (Rutgers) | QIS |
| Quantum speed-up of Markov chain based algorithms | |
| 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) | |
| 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) | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 17.00-18.00 Rosner, R (Chicago) | INS |
| Burning Stars in One's Office | |
| 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) | |
| 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 | |
| 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 | |
| 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 | |
| 11.00-12.00 Harrow, A (MIT) | QIS |
| Quantum circuits for the Schur transform | |
| 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 | |
| 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) | |
| 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) | |
| 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) | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 17:00-18:00 Bennett, CH (IBM) | INS |
| Information is quantum | |
| 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 | |
| 10:00-11:00 Diamond, P (UCSD) | MSI |
| Transport barriers | |
| 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 | |
| 14.15-15.30 Briegel, H (Innsbruck) | QIS |
| Entanglement and decoherence in semi-quantal gases | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 15.00-17.00 | QIS |
| Tutorial for QIS participants | |
| 10:00-11:00 Turok, N (CMS) | QIS |
| Workshop: Quantum Gravity and Quantum InformationModel of a big crunch/big bang transition | |
| 11:30-12:30 Schuetzhold, R (TU Dresden) | QIS |
| Workshop: Quantum Gravity and Quantum InformationBlack hole analogues and the universality of the Hawking effect | |
| 16:30-17:30 Unruh, B (British Columbia) | QIS |
| Workshop: Quantum Gravity and Quantum InformationBohr, Penrose and Hawking More info | |
| 10:00-11:00 't Hooft, G (Utrecht) | QIS |
| Workshop: Quantum Gravity and Quantum InformationInformation loss, determinism and quantum mechanics More info | |
| 11:30-12:30 Penrose, R (Oxford) | QIS |
| Workshop: Quantum Gravity and Quantum InformationLimits 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 InformationUniverse from sub-Planckian bits | |
| 10:00-11:00 Gottesman, D (Perimeter Institute) | QIS |
| Workshop: Quantum Gravity and Quantum InformationBlack hole evaporation, unitarity and final state projection More info | |
| 11:30-12:30 Galfard, C (CMS) | QIS |
| Workshop: Quantum Gravity and Quantum InformationThe 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 InformationWhen 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 | |
| 10:00-11:00 Lloyd, S (MIT) | QIS |
| Workshop: Quantum Gravity and Quantum InformationQuantum gravity and quantum computation More info | |
| 11:30-11:50 Plenio, M (Imperial College) | QIS |
| Workshop: Quantum Gravity and Quantum InformationEntanglement and area | |
| 11:50-12:10 Smolin, J (IBM ) | QIS |
| Workshop: Quantum Gravity and Quantum InformationLocked information and the black hole information loss problem More info | |
| 12.10-12.30 Bennett, C (IBM) | QIS |
| Workshop: Quantum Gravity and Quantum InformationBlack holes, simulated time travel and the scalability of complexity | |
| 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 | |
| 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 | |
| 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 | |
| 11:15-12:15 Shephard, N, Barndorff-Nielsen, O, Sato, K (Oxford/Aarhus/Nagoya) | DQF |
| Continuous time processes based on infinite activity innovations | |
| 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) | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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) | |
| 15:00-16:15 Basak, S, Croitoru, B (London Business School, McGill) | DQF |
| On the role of arbitrageurs in rational markets | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 11:15-12:15 Rudiger, K (Ulm) | DQF |
| Modelling CDOs | |
| 17:00-18:00 Laurence, P (Roma) | DQF |
| Hedging basket options without distributional assumption | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 13:30-15:00 Hodges, S | DQF |
| Discussions on hedge funds | |
| 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 | |
| 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? | |
| 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 | |
| 10:00-12:00 Timmesfeld, F (Giessen) | MAA |
| Identifications of Lie type groups | |
| 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 | |
| 11:15-12:15 F\"ollmer, H (Humboldt) | DQF |
| Robust preferences and worst case martingale measures | |
| 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 | |
| 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 | |
| 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 | |
| 09.00-10.00 Pillay, A (Illinois) | MAA |
| Workshop: An Introduction to Recent Applications of Model TheoryStability, 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 | |
| 09.00-10.00 Pillay, A (Illinois) | MAA |
| Workshop: An Introduction to Recent Applications of Model TheoryStability, 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 | |
| 09.00-10.00 Zilber, B (Oxford) | MAA |
| Workshop: An Introduction to Recent Applications of Model TheoryZariski-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 | |
| | 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 TheoryZariski-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 | |
| | 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 TheoryZariski-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 | |
| | 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 TheoryIsotriviality 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 | |
| | 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 TheoryAnalytic 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 | |
| | 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 TheoryOn 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 14:00-15:15 Scandolo, G (University of Firenze) | DQF |
| Conditional convex risk measures | |
| 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 | |
| 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 | |
| 11:15-12:15 Kou, S (Columbia) | DQF |
| Credit spread, endogenous default and implied volatility with jump risk | |
| 11:15-12:15 Broadie, M, Glasserman, P (Columbia) | DQF |
| Computational finance, introductory meeting | |
| 17:00-18:00 Hurd, T (McMaster) | DQF |
| CDO computations in the affine Markov chain credit model | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 09:00-17:00 | DQF |
| Monte Carlo Methods | |
| 11:30-12:30 Kim, M (University of Arizona) | MAA |
| Relative computability for curves More info | |
| 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 | |
| 09:00-17:00 | DQF |
| Monte Carlo Methods | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 09:00-17:00 | DQF |
| Agent Interactions/Capital Market Theory | |
| 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 | |
| 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 | |
| 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 | |
| 17:00-18:00 Mandelbrot, B (Yale) | DQF |
| Fractal and multi-fractal finance: key ideas and tools | |
| 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 | |
| 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 | |
| 09:00-17:00 | DQF |
| Econometrics | |
| 11:00-12:00 Hansen, L (Chicago) | DQF |
| Long run risk | |
| 09:00-17:00 | DQF |
| Econometrics | |
| 17:00-18:00 Honkapohja, S (Cambridge) | DQF |
| Near-rational exuberence | |
| 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 | |
| 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 | |
| 09:00-17:00 | DQF |
| Econometrics | |
| 17:00-18:00 Platen, E (University of Technology, Sydney) | DQF |
| Understanding implied volatility surfaces | |
| 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 | |
| 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 | |
| 17:00-18:00 Hrushovski, E (Hebrew University) | INI |
| Integration and Logic More info | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 |