We discuss the reasons for the introduction of Valuation Adjustments as a consequence of the financial crisis of 2007-9. We introduce an arbitrage-free framework for robust valuation adjustments. An investor trades a credit default swap portfolio with a defaultable counterparty. The investor does not know the expected rate of return of the counterparty bond, but…
Sandia National Laboratories is a federally funded research and development center that develops and applies science, technology, and engineering solutions for pressing national security challenges. Mathematics at all levels of rigor underpins every aspect of the work we do, and Sandians with academic degrees in applied mathematics impact a wide range of areas such as…
Email Jordan at jemassa@sandia.gov your resume and availibility.
Grant Barkley Title: Coxeter Groups and the Lattice of Total Orders Abstract: A Coxeter group is a group generated by elements of order 2, called reflections, along with certain relations between the elements. The group of permutations on n elements (generated by swapping 1 and 2, 2 and 3, etc.) is an important…
The department will host a reception at the JMM in Denver on Friday January 17th, 6:00-8:00 pm, Capitol Ballroom 6, Hyatt. All alumni, friends, and participants in the Department of Mathematics programs at North Carolina State University are invited to attend and meet old friends, and to hear about recent events in the department. Hors…
The Math Graduation Ceremony for Spring 2020 will be held on Friday, May 8th at 10:00am in the McKimmon Center. Directions for the McKimmon Center is located here. At this time, the ceremony has been delayed to December 2020.
Virtual Career Fair, Entrepreneurship Workshop and Industry Panel. Register for all 3 events at https://careers.dasa.ncsu.edu/data-science-career-expo/
PDF Flyer for more information. RSVP: Space is limited! Register by Tuesday, May 24, at: www.sciencehouse.ncsu.edu Grade Level: High School Girls Learn about What Do Mathematicians Do? What is Mathematical Research? What is Applied Math? What are Mathematical Models? Schedule: 11-11:15am Drop off – Pullen Park, Shelter #3 11:15-11:30am Introductions 11:30 – 12pm Math…
2022 NCDS Fall Career Panel: Analyzing Data Science Careers | October 19 at 12 PM ET | Virtual Early career professionals and students won’t want to miss these data science professionals provide insight into what it takes to capture the attention of top recruiters in data science and data analytics. Our panelists represent a variety of…
If you're handed an unshuffled deck of cards, you'll likely attempt to do a so-called perfect shuffle. A perfect shuffle splits a deck of cards into two equal stacks and then perfectly interlaces the cards from the two stacks. Only experienced gamblers and magicians can perform perfect shuffles reliably, and yet the mathematics behind perfect…
It is time again to prepare for the VTRMC -- The Virginia Tech Regional Mathematics Contest, which is sponsored by the Mathematics Department at Virginia Tech. The contest began in 1979 and has grown to the point where over 100 schools with over 700 contestants participate in a typical year. This year's VTRMC competition will take place on - Saturday October 22, 2022, 9:00 AM-11:30…
Please join us in person or virtually as we honor our 2023 College of Sciences Awards for Excellence Nominees and winners.
Grade Level(s): High School GIRLS Date(s): Saturday, April 29, 2023 (11:00 am - 2:00 pm) Location: NC State University - SAS Hall Cost: FREE (Capped at 40 students) Description: Discover the beauty of mathematics and its wide applicability and power in everyday life! Why Should I Study Math? What Can I Do with a Math Degree? What Do Mathematicians…
This event is a: A virtual journey through the wonders of science: from designing houses to understanding the human body. A glimpse into the role of mathematics in accelerating discovery in ophthalmology and biomedicine. High School students may attend Application deadline: June 10, 2023 Apply now at this link: https://thesciencehouse.wufoo.com/forms/the-eye-a-window-to-our-body/ This event is FREE
North Carolina State University Reception for Alumni and Friends of the Department of Mathematics Thursday, January 4 6:00 - 8:00 pm San Francisco Marriott Marquis, Salon 3
Abstract: Social networks play a crucial role in how we share and discuss ideas. This talk delves into the mathematics behind the spread of information (such as opinions or beliefs) on these networks. Imagine a network as a complex web, where each node represents an individual and the connections represent interactions. Opinions, beliefs, arguments, and other…
It is with great enthusiasm that I have the opportunity to announce to the College this year's nominees for the Staff Awards for Excellence. Your colleagues, listed below, have been nominated by supervisors and peers for the most prestigious honor bestowed upon non-faculty employees. This award recognizes the outstanding accomplishments and contributions of individual employees, above…