The Hamilton Institute is a multi-disciplinary research centre established at the National University of Ireland, Maynooth in November 2001. The Institute seeks to provide a bridge between mathematics and its applications in ICT and biology.
In this podcast feed, we make accessible some of the best seminars held by members of the Hamilton Institute, visitors or guest speakers.
Futhermore, it will also contain the lectures give as part of the 'Network Mathematics Graduate Programme'.
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The Hamilton Institute is a multi-disciplinary research centre established at the National University of Ireland, Maynooth in November 2001. The Institute seeks to provide a bridge between mathematics and its applications in ICT and biology.
In this podcast feed, we make accessible some of the best seminars held by members of the Hamilton Institute, visitors or guest speakers.
Futhermore, it will also contain the lectures give as part of the 'Network Mathematics Graduate Programme'.
EPT functions: Non-negativity analysis, Levy processes and Financial applications
Hamilton Institute Seminars (HD / large)
59 minutes 22 seconds
13 years ago
EPT functions: Non-negativity analysis, Levy processes and Financial applications
Speaker: Prof. B. Hanzon Abstract: Exponential Polynomial Trigonometric (EPT) functions are being considered as probability density functions. A specific matrix-vector representation is proposed for doing calculations with these functions. We investigate when these functions are non-negative and under which conditions the density functions are infinitely divisible--in which case there is an associated Levy process. Application to option price computations in finance will be presented. For background information on this topic the website www.2-ept.com can be considered.
Hamilton Institute Seminars (HD / large)
The Hamilton Institute is a multi-disciplinary research centre established at the National University of Ireland, Maynooth in November 2001. The Institute seeks to provide a bridge between mathematics and its applications in ICT and biology.
In this podcast feed, we make accessible some of the best seminars held by members of the Hamilton Institute, visitors or guest speakers.
Futhermore, it will also contain the lectures give as part of the 'Network Mathematics Graduate Programme'.
