Centro de Matemátcia
https://www.cmat.edu.uy
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No publisherImagenZero Black-Derman-Toy interest rate model
https://www.cmat.edu.uy/eventos/seminarios/seminario-de-probabilidad-y-estadistica/zero-black-derman-toy-interest-rate-model
We propose a modification of the classical Black-Derman-Toy (BDT) interest rate tree model, which includes the possibility of a jump with a small probability at each step to a practically zero interest rate. The corresponding BDT algorithms are consequently modified to calibrate the tree containing zero interest rate scenarios. This modification is motivated by the recent 2008–2009 crisis in the United States and it quantifies the risk of future crises in bond prices and derivatives. The proposed model is useful to price derivatives. This exercise also provides a tool to calibrate the probability of this event. A comparison of option prices and implied volatilities on US Treasury bonds computed with both the proposed and the classical tree model is provided in six different scenarios along the different periods comprising the years 2002–2017. No publisherCharla de seminarioZero and negative eigenvalues of conformally covariant operators, and nodal sets in conformal geometry
https://www.cmat.edu.uy/eventos/seminarios/charlas-excepcionales/zero-and-negative-eigenvalues-of-conformally-covariant-operators-and-nodal-sets-in-conformal-geometry
We study conformal invariants that arise from nodal sets and negative eigenvalues of conformally covariant operators, which include the Yamabe and Paneitz operators. We give several applications to curvature prescription problems. We establish a version in conformal geometry of Courant’s Nodal Domain Theorem. We prove that the Yamabe operator can have an arbitrarily large number of negative eigenvalues on any manifold of dimension n ≥ 3. We show that 0 is generically not an eigenvalue of the conformal Laplacian. If time permits, we shall discuss related results for manifolds with boundary, and for weighted graphs. This is joint work with Y. Canzani, R. Gover, R. Ponge, A. Hassannezhad, M. Levitin, M. Karpukhin, G. Cox and Y. Sire.No publisherCharla de seminarioZentralblatt.jpg
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No publisherImagenZentralblatt.jpg
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No publisherImagenYemini Bruno
https://www.cmat.edu.uy/docentes/yemini-bruno
No publisher2022/08/17 21:04:03 GMT-3PersonXXVII Encuentro Rioplatense de Álgebra y Geometría
https://www.cmat.edu.uy/eventos/eragxxvii
Los Encuentros Rioplatenses comenzaron a realizarse hacia fines de 1996, alternativamente en Montevideo y Buenos Aires. En 2016 se realizó por primera vez en la ciudad de La Plata. El objetivo principal de esta actividad es fomentar el encuentro tanto entre investigadores de la región como entre estudiantes avanzados de grado y posgrado.No publisherbig-event2018/10/11 15:41:00 GMT-3EventoXXII Coloquio Latinoamericano de Álgebra
https://www.cmat.edu.uy/eventos/xxii-coloquio-latinoamericano-de-algebra
Quito, Agosto de 2017No publisherbig-event2017/05/16 13:44:00 GMT-3EventoXVI Congreso Latinoamericano de Probabilidad y Estadística Matemática (CLAPEM)
https://www.cmat.edu.uy/eventos/xvi-congreso-latinoamericano-de-probabilidad-y-estadistica-matematica-clapem
El evento tendra lugar entre el 10 y el 14 de Julio del 2023, en la ciudad de Sao Paulo.No publisherbig-event20232022/08/26 10:21:00 GMT-3Eventox.JPG
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No publisherImagenX Jornadas de Ingeniería Matemática
https://www.cmat.edu.uy/eventos/x-jornadas-de-ingenieria-matematica
Como ya es tradición en octubre, tenemos el placer de invitarlos a las Jornadas de Ingeniería Matemática. Este año llegamos a la edición número 10, que tendrá lugar el sábado 14 de octubre, en el Edificio Polifuncional "José Luis Massera".No publisherbig-event2017/09/26 00:15:00 GMT-3EventoWorkshop virtual en sistemas dinámicos
https://www.cmat.edu.uy/noticias/novedades/workshop-virtual-en-sistemas-dinamicos
El próximo lunes 28 de septiembre a las 10:00 horas.No publisherworkshopsistemas dinamicosbrasilonline20202020/09/24 13:08:54 GMT-3NoticiaWorkshop on Surface Dynamics
https://www.cmat.edu.uy/eventos/workshop-on-surface-dynamics
Workshop on Surface Dynamics on the occasion of Patrice Le Calvez's 60th anniversary. Scheduled to take place from December 17 to 20, 2018 in Montevideo, Uruguay.No publisherbig-event2018/11/01 03:17:00 GMT-3EventoWorkshop on Random Polynomials, Feb 20-24
https://www.cmat.edu.uy/eventos/workshop-on-random-polynomials
The aim of this workshop is to have a series of talks about the state of the art and main open problems in the following topics: Random polynomials, Number and distribution of zeroes, Length of nodal curves...No publisherbig-event2016/10/10 10:00:00 GMT-3EventoWorkshop on Groups, Geometry and Dynamics
https://www.cmat.edu.uy/eventos/workshop-on-groups-geometry-and-dynamics
Workshop on Groups, Geometry and Dynamics. A satellite event of the International Congress of Mathematicians 2018. With a homage to Ricardo Mañé.No publisherbig-event2018/02/05 15:19:00 GMT-3Evento