Extended Abstracts Summer 2015

Part-I.- Foreword.- On the Push & Pull Protocol for Rumour Spreading.- Random Walks that Find Perfect Objects and the Lovasz Local Lemma.- Logit Dynamics with Concurrent Updates for Local Interaction Games.- Logit Dynamics with Concurrent Updates for Local Interaction Games.- Carpooling in Social Networks.- Who to Trust for Truthful Facility Location?.- Metric and Spectral Properties of Dense Inhomogeneous Random Graphs.- On-Line List Colouring of Random Graphs.- Approximation Algorithms for Computing Maximin Share Allocations.- An Alternate Proof of the Algorithmic Lovasz Local Lemma.- Learning Game-Theoretic Equilibria via Query Protocols.- The Lower Tail: Poisson Approximation Revisited.- Population Protocols for Majority in Arbitrary Networks.- The Asymptotic Value in Finite Stochastic Games.- Almost All 5-Regular Graphs Have a 3-Flow.- Part-II.- Foreword.- On the Short-Time Behaviour of the Implied Volatility Skew for Spread Options and Applications.- An Alternative to CARMA Models via Iterations of Ornstein-Uhlenbeck Processes.- Euler-Poisson Schemes for Levy Processes.- On Time-Consistent Portfolios with Time-Inconsistent Preferences.- A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic VolatilityModels.- A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets.- A New Pricing Measure in the Barndor-Nielsen-Shephard Model for Commodity Markets.

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• Teoria combinatória e dos grafos
• Geometria algébrica
• Probabilidade e Estatística
• Cálculo diferencial e equações
• Seguros e estudos atuariais
• Ciência não-linear

random graphs;phase transitions;stochastic processes;Nash equilibria;auctions;Lovatz local lemma