Seminars, 2010
Lectures:
  • April 26, 2010

    Some Inverse Problems in Potential Theory
    Dr. Karp L., ORT Braude Academic College, Israel

     

    Abstract
    The potential theory deals with the studies of the gravitational force which induces by a given mass distribution. In this talk I will discuss the inverse problem to Newton’s theorem which assets that the ball with a uniform mass distribution, gravitationally attracts each point outside it as if all its mass were concentrated at the center of the ball. The talk will be very elementary and assumes no previous knowledge of potential theory. If time allows, we will describe other related inverse problems.

  • April 14, 2010

    Spectral problems for differential operators with integral conditions
    Prof. Skubachevskii A. L., Peoples' Friendship University of Russia, Moscow, Russia

     

    Abstract
    We consider a second order ordinary differential operator with spectral parameter. Instead of classical boundary conditions we put integrals of unknown functions containing weighted functions belonging to Holder spaces. Assuming that, we derive a priori estimate for solution: Under the above assumption we also prove discreteness and sectorial structure of spectrum of corresponding operator.
    The results are generalized to the case when integral conditions contain derivatives of unknown function.
    The results are obtained jointly with E. Galahov and K. Darovskaya.

  • March 9, 2010

    Quasiconformality: 80 years later
    Prof. Anatoly Golberg, Department of Applied Mathematics, Holon Institute of Technology

     

    Abstract
    The theory of quasiconformal mappings is now a great field of Geometric analysis having applications in many fields of Mathematics and Applied Mathematics: Geometric function theory, PDE, Potential theory, Geometry and topology of manifolds, Discrete groups, Continuum mechanics, etc.
    The talk will be devoted to the history and survey of quasiconformal mappings from their introduction by Ahlfors, Gr"otzsch and M.A.Lavrentiev at the end of 1920s to the recent research.
    One of the powerful tools in the investigation of mappings even in rather general spaces is the method of extremal lengths or conformal moduli.
    We shall give various illustrations of this method and its generalizations. Also the new estimates for the moduli of ring domains of the Gr"otzsch and Belinskii type under the mapping quasiconformal only in some integral sense, obtained by the author, will be presented.

  • February 8, 2010

    MEMS Inertial Sensors Error Compensation
    Mr. Ofir Elya, Navigation Sensors Eng. Missile Division, RAFAEL

     

    Abstract
    MEMS (micro-electro machined systems) inertial sensors are low cost and low consumption solutions for low grade aided navigation systems. A parametric error compensation is suggested for navigation performance improvement.

  • January 25, 2010

    Financial Risk Management, Developing and Implementing of Fnancial Models
    Mr. Yoel Cohen, Head of Analytical Department, Capital Markets Division, Bank Leumi

     

    Abstract
    The discipline called mathematical finance has been rapidly growing ever since the pioneering Noble-prize work of Black, Scholes and Morton about the pricing of financial options.
    In this talk, the fundamental ideas of mathematical finance will be presented, with a special emphasis on the mathematical aspects as well as the financial and economic aspects.
    In addition, some important facts every financial mathematician must know will be presented.

  • January 18, 2010
    Mathematical Models in Option Trading Software
    Mr. Alex Keselman, Founder & CVO , "Virtech Software Ltd" Company

     

    Abstract
    Option is one of the most sophisticated and popular financial instruments. Using options, trader can create profitable strategy for every market state (bullish, bearish, stable, volatile) and according to his risk profile. Options allow to optimize performance and to constrain risk in equity based portfolio. From other hand, options permit very accurate theoretical price evaluation based on approved mathematical models.
    One of them – Black & Sholes option evaluation model wan twice the Nobel Prize in economics.
    The presentation describes the principles of option theory, most popular option pricing mathematical models (Black & Sholes, Cox & Rubinstein) and their practical implementations in program tools (FindOptions), developed by Virtech Software Ltd.
    Presentation (Link)