The ultimate AG vs TMS battle

Abstract: In a bold experiment of mathematical improvisation and controlled confusion, two PhD students will attempt the academic equivalent of method acting: presenting each other’s master’s theses with only partial understanding, but nonetheless with complete confidence.

On one side of the ring, we have Hodge theory on algebraic varieties, which is to say obscure definitions that definitely exist in real life. On the other, we have stochastic volatility models in finance, that is, concepts that actually exist in real life but desperately want to sound obscure.

Gabriel will bravely navigate stochastics and option pricing, deriving formulas whose main purpose is to convince markets that randomness is, in fact, under control. Gijs will venture into Hodge structures, putting structure on geometry that really didn’t ask for it.

No prior expertise is required (the speakers certainly have none), but bring your best behaviour and tolerance for errors, speculative intuition, and diagrams that may or may not commute.

Mathematics

Audience: general audience

Gothenburg PhD seminar

Series comments: Rooms and times may vary, please check the latest update. In-person only.