Applied

On the Pricing of Corporate Debt: the Risk Structure of Interest Rates

Author: 
Robert Merton
Date: 
Sat, Jul 1, 2006
Location: 
University of British Columbia, Vancouver, Canada
Conference: 
Summer School Frontiers in Mathematics and Economics
Abstract: 
On the Pricing of Corporate Debt: the Risk Structure of Interest Rates.

Theory of Equatorially Trapped Waves

Author: 
Andrew J. Majda
Date: 
Mon, Jul 30, 2007
Location: 
University of Victoria, Victoria, Canada
Conference: 
Summer School on Tropical Multiscale Convective Systems
Abstract: 
An exposition about waves and PDEs for the equatorial atmosphere and ocean.
Notes: 

Waves and Instabilities in Idealized Model Convective Prametrization

Author: 
Boualem Khouider
Date: 
Mon, Jul 30, 2007
Location: 
University of Victoria, Victoria, Canada
Conference: 
Summer School on Tropical Multiscale Convective Systems
Abstract: 
Outline • Single layer models – CISK-like instability – Stability of adjustment scheme • One-and-a-half layer models: WISHE waves (LPA, ICAPE, Quasi-Equilibrium Schemes) • 2-and-a-half-layer models: Stratiform instability • Multicloud models
Notes: 

Atmospheric Convection

Author: 
Phil Austin
Date: 
Mon, Jul 30, 2007
Location: 
University of Victoria, Victoria, Canada
Conference: 
Summer School on Tropical Multiscale Convective Systems
Abstract: 

Outline

1. Satellite/reanalysis views of tropical clouds (MODIS, ISCCP, Bony et al.)
2. Basics: Moist thermodynamics, buoyancy, CAPE, mixing diagrams, conditional/slice instability
3. Impact of clouds on large scale fields ($ Q_1, $ $ Q_2 $, mass flux models)
4. Equilibrium coupling of shallow and deep convection: one cell model
5. Entrainment, detrainment, buoyancy sorting 6. What controls convective cloud top height?

Notes: 

Isogeometric Analysis

Author: 
T.J.R. Hughes
Date: 
Fri, Jan 18, 2008
Location: 
University of Alberta, Edmonton, Canada
Conference: 
PIMS-Syncrude Lecture
Abstract: 
Outline of lecture: • Isogeometric analysis • NURBS • Structural vibrations • Wave propagation • Phase field modeling • Fluid-structure interaction • Cardiovascular modeling • T-Splines • Conclusions
Notes: 

Endogeneity and Discrete Outcomes

Author: 
Andrew Chesher
Date: 
Tue, Jun 3, 2008
Location: 
Simon Fraser University, Burnaby, Canada
Conference: 
PIMS Vancouver Econometrics Workshop
Abstract: 
This paper studies models for discrete outcomes which permit explanatory variables to be endogenous. In these models there is a single nonadditive latent variate which is restricted to be locally independent of instruments. The models are incomplete; they are silent about the nature of dependence between the latent variate and the endogenous variable and the role of the instrument in this relationship. These single equation IV models which, when an outcome is continuous, can have point identifying power, have only set identifying power when the outcome is discrete. Identification regions vary with the strength and support of instruments and shrink as the support of a discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.
Notes: 

`Oil'igopoly Exploration: Why Smaller Producers Explore More

Author: 
John R. Boyce,
Lucia Vojtassak
Date: 
Fri, Oct 7, 2005
Location: 
University of Calgary, Calgary, Canada
Conference: 
Alberta Conference on Industrial Organization
Abstract: 
The ‘oil’igopoly theory of oil production with fixed reserves predicts that firms with larger reserves will extract a larger quantity but a smaller proportion of their reserves. While this theory is supported when looking at production data, it is not supported when looking at changes in proven reserves data. This paper develops a theory of ‘oil’igopolistic oil exploration to explain trends observed in the world oil industry over the past fifty years. The ‘oil’igopoly theory of oil exploration predicts that firms with smaller proven reserves will do more exploration than firms with larger proven reserves, as well as reproducing the predictions of the ‘oil’igopoly oil production model. These predictions are consistent with international production and reserve data in the post-World War II era.

Coordination Cascades: Sequential Choice in the Presence of a Network Externality

Author: 
B. Curtis Eaton,
David Krause
Date: 
Fri, Oct 7, 2005
Location: 
University of Calgary, Calgary, Canada
Conference: 
Alberta Conference on Industrial Organization
Abstract: 
In the network externality literature, little, if any attention has been paid to the process through which consumers coordinate their adoption decisions. The primary objective of this paper is to discover how effectively rational individuals manage to coordinate their choices in a sequential choice framework. Since individuals make their choices with minimal information in this setting, perfect coordination will rarely be achieved, and it is therefore of some interest to discern both the extent to which coordination may be achieved, and the expected cost of the failure to achieve perfect coordination. We discover that when it counts, that is when the network externality is large, a substantial amount of coordination is achieved, and although perfect coordination is never guaranteed, expected relative efficiency is large.

Intro to Inverse Problems in Exploration Seismology

Author: 
M. D. Sacchi
Date: 
Tue, Aug 1, 2006
Location: 
University of Calgary, Calgary, Canada
Conference: 
Seismic Imaging Summer School
Abstract: 
These lectures address: • Inverse Problems in Geophysics • Reflection Seismology • Introduction to Inverse Problems • Inverse Problems in Reflection Seismology
Notes: 

Overview of Seismic Imaging

Author: 
Gary Margrave
Date: 
Tue, Aug 1, 2006
Location: 
University of Calgary, Calgary, Canada
Conference: 
Seismic Imaging Summer School
Abstract: 
A fast, explicit wavefield extrapolator based on the GPSPI formula is presented. The central problem of extrapolator stability is presented and addressed by designing two half-step operators with opposing instability. Spatial resampling is described as a very useful imaging tool. Gabor methods can be used to approximate pseudodifferential operators. Gabor wavefield extrapolators, based on an adaptive POU, give promising wavefield extrapolation results.
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