Download Department of Mathematics Taster Day 29 June 2012

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School of Natural & Mathematical Sciences
Department of Mathematics
Department of Mathematics Taster
Day
29 June 2012
Time
10:00
10:35
10:45
11:00
11:30
Event
Coffee, Biscuits and Registration
Professor Peter Sollich:Welcome & Introduction
Venue
The Terrace
K2.31, Second Floor of
the King’s Building
K2.31, Second Floor of
Deena Panthaky: Mathematics & Careers
the King’s Building
Dr Cristin Buescu: Randomness and the future: Mathematics and K2.31, Second Floor of
the King’s Building
Stochastic Differential Equations in Finance
Given the prominence of randomness in Financial Modeling, we
introduce briefly deterministic and stochastic differential
equations, debating the notion of randomness and its
manifestations in nature, also in connection with the problem of
determinism and free will.
We then explain in what stochastic differential equations differ
from deterministic ones through examples, and consider their
applications to mathematical finance. The significance of the
Nobel awarded mathematical work of Black Scholes and
Merton is considered, explaining how this helped generate a
market of 7.8 x 10^14 (780 trillions) Dollars.
We also explain how mathematics has been unjustly and
superficially blamed for part of the financial crisis, highlighting
some of the common misunderstanding concerned mathematical
modeling work.
K2.31, Second Floor of
Dr Alessia Annibale: Protein interaction networks: a
the King’s Building
mathematical approach
Protein interactions are vital for the correct functioning of cell
signalling processes, a complex system of communication which
governs and coordinate basic cellular activities and actions.
Errors in cellular signalling processes may lead to diseases such
as cancer, diabetes and autoimmunity. A major task of modern
biomedical sciences is to understand how changes in the
underlying structure of protein interaction networks affects the
flow of information.
Applied mathematics give us the tools to quantify the structure
of networks, assess the significance of an observed patterns,
define and generate random graphs as null models and analyse
processes on random graphs as proxies. We will see how
mathematics can help modern biomedical sciences to extract
School of Natural & Mathematical Sciences
Department of Mathematics
12:00
13:00
13:45
14:45
15:15
15:45
important information from the noisy large dataset which highthroughput proteomics has enabled us to draft in recent years.
Strand Campus Walking Tour
Meet outside K2.31
Buffet Lunch with academic staff
The Terrace
K2.31, Second Floor of
Dr Payman Kassaei: Mathematics Competition
the King’s Building
K2.31, Second Floor of
Dr Giuseppe Tinaglia: Geometry and Minimal Surfaces
A surface that minimizes area for a given boundary is called a the King’s Building
minimal surface. The study of minimal surfaces is very classical
and in this talk we will discuss some of their geometric
properties.
K2.31, Second Floor of
Dr Jan Gutowski: Black Holes
The physics of massive objects over long distances is well the King’s Building
described by classical general relativity. Small objects over short
distances are well described by quantum mechanics. Black holes
are massive objects, but they contain a singularity which is very
small, so new physics unifying general relativity with quantum
mechanics is needed to understand them properly. We describe
some of the unusual properties of black holes, and how string
theory has given us insights into their behaviour.
Feedback Forms
K2.31, Second Floor of
the King’s Building