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Seminar Archive

E.g., 2014-12-18
E.g., 2014-12-18
Event Code Date Speaker Seminar Title
MUCW02 26th July 2001 Close out discussion CMS room 4
ITSW01 26th July 2001 A Tovbis On semiclassical limit of the focusing NLS with pure radiation initial data
ITSW01 26th July 2001 L Kalyakin Asymptotic analysis of the autoresonance phenomenon
MUCW02 26th July 2001 J Beardsworth Insurance industry questions CMS room 4
ITSW01 26th July 2001 V Koutvisky The structure of singularities arising in the course of the Newtonian collapse of dust-like matter
ITSW01 26th July 2001 E Maslov Dynamics of the bubble expansion in a metastable medium
MUCW02 26th July 2001 M Gallen Insurance industry questions CMS room 4
MUCW02 26th July 2001 T Mikosch Presentation IV CMS room 4
ITSW01 26th July 2001 L Friedland From solar system to solitons and vortices: pattern formation by synchronisation
ITSW01 26th July 2001 D Holm Modeling and analyzing fluid dynamics in the Euler-Poincar\'{e} framework
MUCW02 26th July 2001 T Wilson Presentation III CMS room 4
ITSW01 26th July 2001 R Bullough Quantum integrable \& non-integrable nonlinear Schroedinger models for realisable Bose-Einstein condensation in n+1 dimensions (n= 1, 2, 3)
MUCW02 26th July 2001 R Smith Bayasian analysis of extreme values for insurance CMS room 4
ITSW01 26th July 2001 VY Novokshenov The period map for pulse propagation in nonlinear optical dm fibres
ITSW01 26th July 2001 H Braden TBA
MUCW02 26th July 2001 D Simmons Case Study I and II CMS Room 4
ITSW01 26th July 2001 V Sokolov A new integrable case for the Kirchhoff equations
ITSW01 26th July 2001 VE Zakharov TBA
MUCW02 26th July 2001 Tea break: CMS Room 4
MUCW02 26th July 2001 P Embrechts Dynamic financial analysis: The solution to Insurance risk management CMS Room 4
MUCW02 26th July 2001 D Goodman Introduction CMS Room 4
ITSW01 25th July 2001 C Muriel Prolongations of vector fields and invariants by derivation
ITSW01 25th July 2001 JP Wang Integrable systems and number theory
ITSW01 25th July 2001 W Hereman Conserved densities and generalised symmetries of nonlinear differential-difference equations
ITSW01 25th July 2001 H Lundmark Driven Newton equations and time-dependent separable potentials
ITSW01 25th July 2001 C Waksjö A criterion of separability for natural hamiltonian systems
ITSW01 25th July 2001 ML Gandarias Symmetries and exact solutions of the Schwarz-Korteweg de Vries equation
ITSW01 25th July 2001 VK Melnikov On equations solvable by the inverse scattering method
ITSW01 25th July 2001 D Pasca Periodic solutions of non-autonomous second order differential inclusions systems
ITSW01 25th July 2001 D Pelinovsky Normal forms for nonlinear resonance of embedded solitons
ITSW01 25th July 2001 A Zotov Two dimensional Calogero-Moser model
ITSW01 25th July 2001 J Szmigielski Applications of inverse scattering to some finite dimensional integrable systems
MUC 25th July 2001 P Bühlmann Volatility estimation in very high dimensions
ITSW01 25th July 2001 M Sommacal Numerical simulation of the motion of an(integrable \& non-integrable) system of interacting rotators in the plane
ITSW01 25th July 2001 F Calogero Integrable and nonintegrable evolution equations possessing lots of periodic trajectories:analytical theory
ITSW01 25th July 2001 AK Pogrebkov On the two-dimensional inverse scattering for the perturbed 1-soliton potentials
ITSW01 25th July 2001 JP Zubelli Bispectrality for maxtrix differential equations
ITSW01 25th July 2001 A Degasperis Collisions between one and two dimensional solitons
ITSW01 25th July 2001 Welcome from the Director, Professor HK Moffatt
MUCW01 24th July 2001 Workshop ends
MUCW01 24th July 2001 Close out session - Consensus report
MUCW01 24th July 2001 D Heath Coherent measures of risk
MUCW01 24th July 2001 Discussion
MUCW01 24th July 2001 D Kelly-Lyth Case Study IV - Electricity consumption data and time series of credit defaults
MUCW01 24th July 2001 Discussion
MUCW01 24th July 2001 J Danielsson Case Study III - Edogeneous risk and Basle 2 proposals (Global risk regulatory environment)
MUCW01 24th July 2001 M Dempster Dynamic portfolio replication using stochastic programming
MUCW01 24th July 2001 C De Vries Optimal Portolio allocation under a probabilistic risk constraint and the incentives to financial innovation
MUCW01 24th July 2001 Discussion
MUCW01 24th July 2001 P McCloud & B Tanyi Case study II - Electricity price volatility and VaR modelling
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons