1. Algorithm for portfolio compression of swaps. Due to regulation requirement, each trade we did has a risk weight asset (RWA) value, which determines how much money the bank has to hold. Since bank always wants to use their capital rather than just holding them, they have an incentive to reduce the RWA. From the formula for RWA, one will see that RWA for two opposite trades doubles the RWA of each one. This means if we terminate the two trades at the same time, RWA got reduced to 0, without any impact on book value or risks. This is the incentive of portfolio compression. A portfolio of swaps consists of many swaps in the same currency, but with different payment schedules and maturities. We need to find a way to terminates some of them, so that the RWA got reduced by the most, and at the same time changes in book value and risks are not big.

报告人：李先义 教授 (扬州大学)题目：Complex dynamics of a general 3D chaotic system with three negative Lyapunov coefficients时间： 9月16日（星期三），上午9:00-10:00地点：数学系致远楼102欢迎各位参加！李先义，男，扬州大学数学系教授，博士生导师；华东师范大学应用数学专业博士提前毕业（2004.1）,法国里尔科技大学数学系博士后(2005-2006)。研究方向：常微分方程与动力系统；主要研究兴趣：稳定性理论、分支与...

报告人：王玮明 教授 (温州大学)题目： A stochastic SIRS epidemic model时间： 9月16日（星期三），上午10:00-11:00地点：数学系致远楼102欢迎各位参加！王玮明，理学博士，浙江省重点学科“应用数学”学科带头人，中国生物数学会理事，浙江省“新世纪151人才工程”第二层次人选。现为温州大学数学学院教授、应用数学研究所所长。曾被评为温州大学“最受学生爱戴的老师”及“我心目中的好导师”。2013年领衔的应用数学教学团...

报告人：褚继峰 教授 (河海大学)题目： Complete Structure of the Fucik Spectrum of the p-Laplacian with Integrable Potentials时间： 9月15日（星期二），下午2:30-3:30地点：数学系致远楼102欢迎各位参加！储继峰，男，河海大学教授、博士生导师、数学系系主任。先后入选教育部“新世纪优秀人才支持计划”、江苏省第四期“333 高层次人才培养工程”、德国“洪堡学者”，曾获教育部“霍英东高校青年教师奖”、“秦元勋数学...

报告人：夏永辉 教授 (浙江师范大学)题目： Linear quaternionic-valued differential equations时间： 9月15日（星期二），下午3:30-4:30地点：数学系致远楼102欢迎各位参加！夏永辉，男，博士，现为浙江师范大学数理与信息工程学院教授。曾任数学系副主任，非线性动力系统研究所所长。先后入选浙江省“新世纪151人才工程”第二层次； “浙江省优秀科技工作者” 荣誉称号(全省共100名)；浙江省科学技术奖一等奖1项（排名第三，...

多复变函数论青年研讨会（Young Mathematicians Workshop on Several Complex Variables 2015）多复变函数论青年研讨会定于2015年8月10日至8月14日上午在必赢76net线路数学系召开。举办本次研讨会的目的是为国内从事多复变函数论及相关课题研究的青年人提供一个交流的平台与机会。会议时间为2015年8月10日至8月14日上午9：30至11：10、下午14：00至16：55，地点在必赢76net线路四平路校区致远楼107会议室。欢迎参加

It is well known that the number of conjugacy classes of a finite group equals the number of irreducible representations. This can be regarded as a simple example of cocenter-representation duality. In this talk, I will explain how this idea can be used to study the affine Hecke algebras. It is based on joint works with Sian Nie, and with Dan Ciubotaru.

Mathematical concepts are the corner stones in the mathematical world. It is not easy to summarize and clearly state the inherent laws hidden in the concept's formation, variation, and the structure of the concept net. This talk is only a superficial try. We begin with the motivation and the formation of the notion of group, proceeding to the variations and alienations of groups. Certain generalizations of groups, such as affine group schemes and quantum groups, are also introduced, though they have a completely different look from the original face of a group.