Mathematics Colloquium at LaGuardia Community College

 

   Organizer:

Natalia Mosina (MEC),
email:   nmosina@lagcc.cuny.edu  

Co-Organizer:
John Toland (NS) as of 2014,
email:   jtoland@lagcc.cuny.edu  

 

  Contact Us:
Department of Mathematics,
Engineering and Computer Science
LaGuardia Community College
31-10 Thompson Ave
E-Building, Room E-218
Long Island City, NY 11101

Phone:718-482-5710

 

 

Welcome to the Math Colloquium at LaGuardia Community College.

The colloquium's participants include faculty members of the Department of Mathematics, Engineering and Computer Science (MEC) together with invited speakers from different universities. The talks are usually accessible on a variety of levels. Students are welcome.

Refreshments are served before the talks (schedule and abstracts are posted below). For more information, please contact colloquium organizers.

Upcoming Presentation: Interdepartmental Event (MEC and B&T)
Date: Tuesday, December 8, 2015, Room: E501 (Refreshments will be served)
Time: 3:20 - 4:30pm.
SPEAKERS: Drs. Lee Boyar (B&T) and Frank Wang (MEC); LaGuardia C. C.

Topic1: "Accounting and Investment Decision Making."
Topic2: "Do Stock Market Prices Follow Random Walks?"

Abstract 1: Finance and accounting are inextricably linked because financial markets cannot function well in the absence of relevant, reliable information. Accountants, through the financial reporting process, empower investors and enhance the efficient allocation of capital. In addition to exploring the role accounting plays in the financial ecosystem, Professor Boyar will describe how the information prepared by accountants provides important inputs for financial modeling, specifically discounted cash flow analysis. The presentation will highlight the importance of mathematics and strong quantitative skills in investment decision-making.
Abstract 2: The most important result of the Capital Asset Pricing Model (CAPM, pronounced "cap-em") is the Security Market Line, which expresses the expected return on an individual asset in a positive linear function of its systematic risk beta. Following the CAPM, Fisher Black and Myron Scholes discovered an equation that gave the exact value of a risky derivative product called "European option." One of the assumptions in the Black-Scholes model is that stocks would advance as with geometric Brownian motion (which is the topic of one of Albert Einstein's Annus Mirabilis (1905) paper). We will use the normality assumption to simulate the trajectories of stock prices, and use them to estimate the option price. We will analyze the actual returns on stocks and indices (such as the Dow Jones), and examine whether the changes of market values are characterized by normal distributions.
Past Talks

  • 4/6/2011: N. Yanofsky (CUNY, The Graduate Center and Brooklyn College), Scientific Limits of Reason.
                    Abstract     
     
  • 11/02/2011: Joseph Malkevitch (Professor, Emeritus, at York College and the Graduate Center/CUNY),
                    Bankruptcy Problems: Mathematical Insights into Fairness Questions. Abstract     
     
  • 4/25/2012: Ms. Vanessa Gruen, Daughter of Professor Lars Ahlfors, The life of Lars Ahlfors. With introduction by
                    Kourosh Tavakoli (MEC, LaGuardia).
  • 11/07/2012: Jerry G. Ianni (Professor at LaGuardia C.C./CUNY),
                    Mathematical Symmetries in Music Theory and Analysis. Abstract     
     
  • 12/12/2012: Nader Goubran (Professor at LaGuardia C.C./CUNY),
                    Measuring Infinite Sets. Abstract     
     
  • 05/01/2013: Bill Rosenthal (Professor at LaGuardia C.C./CUNY),
                    Why 0.999 Is AND Is Not Equal to 1. Abstract     
     
  • 10/02/2013: Gerald H. Meyer and Omar Ait Hellal (Professors at LaGuardia C.C./CUNY),
                    A wave smoothing algorithm with applications to the financial markets. Abstract     
     
  • 12/05/2013: Milena Cuella (Professor at LaGuardia C.C./CUNY), Interdepartmental Event (MEC and Natural Sciences)
                    The Roaring Sun: a tale of observations, models, and predictions. Abstract     
     
  • 10/22/2014: N. Yanofsky (CUNY, The Graduate Center and Brooklyn College), An Invitation to Quantum Computing.
                    Abstract     
     
  • 11/13/2014: Glenn Henshaw (Professor at LaGuardia C.C./CUNY), Interdepartmental Event (MEC and Natural Sciences),
                    Lattices, Quadratic Forms, and Signals.
                    Abstract     
     
  • 04/01/2015: Frank Wang (Professor at LaGuardia C.C./CUNY), Interdepartmental Event (MEC and Natural Sciences),
                    Geometry, Topology, and Physics.
                    Abstract     
     
  • 04/16/2015: John Toland (Professor at LaGuardia C.C./CUNY), Interdepartmental Event (MEC and Natural Sciences),
                    On Wave Particle Duality.
                    Abstract     
     
  • 11/05/2015: Milena Cuellar, Frank Wang, and Na Xu (Professors at LaGuardia C.C./CUNY),
    Interdepartmental Event (MEC and NS),
                    The Scientific Method and Reconstruction of Chaotic Attractors from Partial Observations.
                    Topics in Modern Finance.
                    The role of linker histone H1 in blood tumor formation in Drosophila.
                    Abstracts