## Seminars

The Department of Applied Mathematics and
Statistics of the Whiting School of
Engineering on the Homewood Campus of The
Johns Hopkins University hosts a weekly colloquium on** Thursdays at
1:30 PM **on the third floor of Whitehead Hall, Room 304.** (Followed by refreshments at 2:30 PM in Room 301.) **

Seminars are held in** 304 Whitehead Hall **unless otherwise
noted. Here are directions
to the Homewood Campus and to
Whitehead Hall. You can subscribe to email
announcements of our seminars.

### Seminars Schedule
for Spring 2013

**Tuesday, January 29 2013
Zhenyu Cui (University of Waterloo)
**Debiased Monte Carlo method and nearly unbiased simulation from characteristic function

**Thursday, January 31 2013**

**Agostino Capponi (Purdue University)**

Counterparty Risk Pricing for Large Derivatives Portfolios: a Law of Large Numbers Approximation

**Thursday, February 7 2013**

**Maxim Bichuch (Princeton University)**

Price of a Contingent Claim Liability in a Market with Small Transaction Costs

**Tuesday, February 12 2013**

**Frederi Viens (Purdue University)**

Dependent stochastic models: new tools from analysis on Wiener space, with applications to parameter estimation, quantitative finance, and climatology.

**Thursday, February 14 2013**

**Tom Bielecki (Illinois Institute of Technology)** **- Please note time change: 10:30 AM**

Dependence between components of multivariate Markov chains: Markov consistency and Markov Copulae

**Thursday, February 21 2013
The Goldman Lecture
**

**-**

David Shmoys (Cornell University)

*Great Hall in Levering Hall*David Shmoys (Cornell University)

Improving Christofides' Algorithm for the s-t Path Traveling Salesman Problem

**Thursday, February 28 2013**

**Hans Lindblad (Johns Hopkins University)**

Free Boundary Problems for Fluids

**Thursday, March 7 2013****
Susan Margulies (Pennsylvania State University)
**Hilbert's Nullstellensatz and Linear Algebra: An Algorithm for Determining Combinatorial Infeasibility

**Tuesday, March 12 2013
David Bergman (Carnegie Mellon University)
**Decision Diagrams for Discrete Optimization

**Thursday, March 14 2013
Gautam Iyer (Carnegie Mellon University)
**Cellular flows: Homogenization, Averaging and Anomalous Diffusion

**Thursday, March 21 2013**

**Spring Break**

**Thursday, March 28 2013
The Duncan Lecture**

**David Siegmund (Stanford University)**

**Thursday, April 4 2013
**

**Laurent Younes (Johns Hopkins University)**

**Thursday, April 11 2013
Lucy Robinson (Drexel University)
**

**Thursday, April 18 2013**

**Youngmi Hur (Johns Hopkins University)**

**Thursday, April 25 2013
James Fill (Johns Hopkins University)
**

**Thursday, May 2 2013
**