Arturo Valdivia, PhD candidate of the UB, receives the prize Albert Dou conferred by the Catalan Mathematical Society

Catalan Mathematical Society.
Catalan Mathematical Society.
Research
(28/11/2012)

Arturo Valdivia, PhD candidate at the Department of Probability, Logic and Statistics of the Faculty of Mathematics of the UB, was awarded with the prize Albert Dou, conferred by the Catalan Mathematical Society, within the Science Section of the Institute of Catalan Studies, for his work Matemática financiera en tiempos de crisis. On this research Valdivia explains some of the most important stochastic processes and calculus in the quantitative theory of credit risk. The object of study of this branch of mathematical finance are those contracts in which there is a risk of economic loss due to the breach —intended or not— of the acquitted obligations by any of the parts who signed it. It is a really common type of contract in our situation of economic crisis, so it is really interesting to analyse it from the mathematical finance point of view. The prize was given on 13th November during the 2012-2013 academic year opening ceremony of the Catalan Mathematical Society.

Catalan Mathematical Society.
Catalan Mathematical Society.
Research
28/11/2012

Arturo Valdivia, PhD candidate at the Department of Probability, Logic and Statistics of the Faculty of Mathematics of the UB, was awarded with the prize Albert Dou, conferred by the Catalan Mathematical Society, within the Science Section of the Institute of Catalan Studies, for his work Matemática financiera en tiempos de crisis. On this research Valdivia explains some of the most important stochastic processes and calculus in the quantitative theory of credit risk. The object of study of this branch of mathematical finance are those contracts in which there is a risk of economic loss due to the breach —intended or not— of the acquitted obligations by any of the parts who signed it. It is a really common type of contract in our situation of economic crisis, so it is really interesting to analyse it from the mathematical finance point of view. The prize was given on 13th November during the 2012-2013 academic year opening ceremony of the Catalan Mathematical Society.

 

The prize Albert Dou
 

The prize Albert Dou was created by the Catalan Mathematical Society in 2010 and it is a biennial one. It is conferred on works which make visible the importance of mathematics in our world, transfer mathematical knowledge to a wider public, and encourage any kind of activity aimed at disseminating the prestige of mathematics in our society. The value of the prize is 2,500 euros. The award-winning work is published in the bulletin of the Catalan Mathematical Society.

Albert Dou Mas de Xexàs held a PdH in Exact Sciences and Civil Engineering. He was the author of a great number of studies and researches about Mathematics and Physics, and collaborated in a great number of journals. From 1974 to 1977, he was professor at the Complutense University of Madrid and at the University of Deusto, and rector of this last one. Dou promoted the introduction of many mathematical concepts and knowledge in the economics degreesʼ programmes.

He presided the Royal Spanish Mathematical Society (1960-1963) and was member of many cultural, scientific and technical societies. He received some military and civil decorations; among them we can highlight the Grand Cross of the Civil Order of Alfonso X, the Wise, on education. It is remarkable his participation in the identification of the papyrus 7Q5, in which he made an important application to computing.