Undergraduate Mathematics Students

Thursday Nov 29, 2007

Undergraduate Research Presentations

The second session of research presentations by our undergraduate students,
Justin Fowler, Nicole Kroeger, and Dhrumil Patel, will take place on
WEDNESDAY, DECEMBER 5th from 2:30 to 3:30 in HA 320.
It will be followed by refreshments in HA 245.

Please, come to the talks, as well as encourage interested students to come.

Below are the titles and the abstracts of the talks:

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Justin Fowler: "Combinatorics on Partial Word Correlations"
Abstract: There has been a fair amount of study surrounding both the
period and weak period sets of partial words over a finite alphabet, and
specific representations of them called correlations, which are binary and
ternary vectors indicating the periods and weak periods. This research
continues the study of combinatorics on partial word correlations. In
particular, we investigate the population size of correlations, that is,
the number of partial words sharing a given correlation, and obtain
algorithms to compute it.
----------------------------------------------------
Nicole Kroeger:  "Hadamard Difference Sets in Groups of Order 144 "
Abstract:  Finding difference sets and classifying existence of them is a major project of combinatorics.  
We present the results of our investigation in (144,66,30) difference sets and explain a new construction technique
which produced difference sets in 37 groups.  
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Dhrumil Patel : "Financial Models in Continuous and Discrete Time"
Abstract: The problem of pricing a European call option is considered in
both a discrete and continuous-time setting. To this end, we consider the
binomial asset pricing model in discrete-time and a stock price modeled by
geometric Brownian motion in continuous time. The latter model leads to
the well-known Black-Scholes option pricing formula. The option pricing
problem is discussed in connection with the notion of arbitrage and
risk-neutral pricing.  We consider both constant and stochastic interest
rates  and comparisons are made between the discrete and continuous-time
models.
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Best regards,
Irina Kogan

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