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Estimation of the Local Volatility from Option Data for Dupire's PDE

Jorge P. Zubelli (IMPA)
SL 856 - Edif Leme | 25/05/17 - 16:00h


q.t.p Seminar
De Feynman a Brown, o caso discreto .
Carlos Tomei, | PUC Rio
SL856 - Edif Leme | 13/06 - 17h:15min



Thesis & dissertation

Tempos de mistura para passeios aleatórios no grupo simétrico
Rodrigo Marinho de Souza | PUC-Rio
SL 856 - Edif Leme | 07/07/17 - 10:00h


  PUC Events
XV Oktobermat

October 19-20, 2017
  Special Collab Events
70º EDAÍ - Dynamical Systems Conference

June 30, 2017 - U F F
Sympletic Geometry Seminar

April 25, 2017 - PUC Rio
COLMEA - Special Collab Colloquium

June 21, 2017 - UFRJ
  Other Events
International Congress of Mathematicians
Professor Edgard Pimentel - Was selected as Junior Associate Fellow of the ICTP for the period 2018-2023. (Posted on May 16, 2017)
The World Academy of Sciences - Lorenzo Justiniano Díaz Casado, professor of mathematics at PUC- Rio was awarded the TWAS Prize for his fundamental contributions to the theory of Dynamical Systems. (Posted on November 17, 2016)
The Mathematics Undergraduate Program of PUC-Rio scored 5 (maximum grade) on the general evaluation of undergraduate programs in 2016 conducted by a committee appointed by the Ministry of Education
IMPORTANT:::::::: Academic Olympics - Interview with João Carnevale, Mathematics Department MS Student. Link.(Posted on August 25,2016)
International Mathematics Competition for University Students - PUC-Rio Students won a silver medal on the competition. Link
(Posted on August 26,2016)
VIII CIIM 2016 - Mathematics Department Undergraduate Students win award at the VIII CIIM.
See the results (Posted on September 20,2016).
Associate Professor Boyan Sirakov - was elected as an affiliate member of the Brazilian Academy of Sciences from 2015 to 2019.
Professor Lorenzo J. Díaz - was appointed as Probability and Statistics Field Coordinator of CAPES during the period of 2014-2016.
Professor Lorenzo J. Díaz - will be part of the editorial board of the journal Nonlinearity from 1/17 to 12/18. (Posted on November 30 , 2016)

News and Announcements

First Semester Application Deadlines
The application deadline was December 10th for admission this March


  Mathematics Department / PUC-Rio
Rua Marquês de São Vicente, 225 - Edifício Cardeal Leme, sala 862 - Gávea - Rio de Janeiro - CEP 22451-900
Telephones: (+55-21) 3527-1280, (+55-21) 3527-1281, Fax: (+55-21)3527-1282 | Powered by Takezo Digital