Friday, March 28, 2014 (2:30 p.m. in Yost 306)
Title: Multi-Scale Modeling and Analysis of Options Markets
Speaker: Charles Joseph (Case Western Reserve University)
Abstract: The fundamental question addressed in this thesis is: How
does the mood of the traders affect a derivative markets? In lack of a
reliable ground truth, a modeling-based approach is taken. First,...
Monthly Archives: March 2014
Tuesday, March 25, 2014 (3:00 - 4:30 p.m. in Yost 306)
Title: Inverted Binary Edwards Coordinates (Maire Model of an Elliptic Curve)
Speaker: Steven Maire (Case Western Reserve University)
Abstract: Edwards curves are a fairly new way of expressing a family of elliptic curves that contain extremely desirable cryptographic properties over other forms that have...