This paper introduces a new method of finding the sum and product of roots of quadratic equations.The approach adapts the half-life concept from radioactive decay in Physics and Chemistry. During the derivation of the quadratic formula by completing the square, the step where we add half the coefficient of x to both sides is replaced by the half-life relation 1/2 = ln 2/k, leading to k = 2 ln 2. This substitution produces an auxiliary formula that yields two values x1and x2whose sum equals the Vieta sum.A second relation involving ln 2 then recovers the exact Vieta product. The method, called the Logarithmic Root-Sum-Product Extractor (or Half-Life Quadratic Formula), gives results identical to the conventional method while creating a strong link between mathematics and science.

This is the <i>Leonardo da Vinci Lecture</i> given in Milan in March 2006. It is a survey on the concept of space-time over the last 3000years: it starts with Euclidean geometry, discusses the contributions of Gauss and Riemannian geometry, presents the dynamic concept of space-time in Einsteins general relativity, describes the importance of symmetries, and ends with Calabi-Yau manifolds and their importance in todays string theories in the attempt for a unified theory of physics.

It is a great honor for me to be invited by Tsinghua University to talk today. Tsinghua has, in its history, made many contributions to mathematics. The two most famous mathematicians in modern Chinese history have both been closely related to Tsinghua University. One is Professor Hua Lo-Keng, the other is Prof essor Chern Shiing-Sheng. Especially since Professor Chern is my teacher, I feel proud to be able to say some words in the opening ceremony for the Center for Advanced Study. I chose the title of my talk also for this reason. Due to my critical comments, I have decided to spend most of my time in giving a general talk in English. The remainder of the talk will be in Chinese.

This volume presents selections of Peter J. Bickels major papers, along with comments on their novelty and impact on the subsequent development of statistics as a discipline. Each of the eight parts concerns a particular area of research and provides new commentary by experts in the area. The parts range from Rank-Based Nonparametrics to Function Estimation and Bootstrap Resampling. Peters amazing career encompasses the majority of statistical developments in the last half-century or about about half of the entire history of the systematic development of statistics. This volume shares insights on these exciting statistical developments with future generations of statisticians. The compilation of supporting material about Peters life and work help readers understand the environment under which his research was conducted. The material will also inspire readers in their own research-based pursuits. This volume includes new photos of Peter Bickel, his biography, publication list, and a list of his students. These give the reader a more complete picture of Peter Bickel as a teacher, a friend, a colleague, and a family man.

This simple question does not have a simple answer. The boundary of such an interdisciplinary area is always moot and any attempt to give a formal definition is unlikely to be successful. Broadly speaking, financial econometrics is to study quantitative problems arising from finance. It uses statistical techniques and economic theory to address a variety of problems from finance. These include building financial models, estimation and inferences of financial models, volatility estimation, risk management, testing financial economics theory, capital asset pricing, derivative pricing, portfolio allocation, risk-adjusted returns, simulating financial systems, hedging strategies, among others. Technological invention and trade globalization have brought us into a new era of financial markets. Over the last three decades, enormous number of new financial products have been created to meet customers demands. For example, to reduce the impact of the fluctuations of currency exchange rates on a firms finance, which makes its profit more predictable and competitive, a multinational corporation may decide to buy the options on the future of foreign exchanges; to reduce the risk of price fluctuations of a commodity (eg lumbers, corns, soybeans), a farmer may enter into the future contracts of the commodity; to reduce the risk of weather exposures, amuse parks (too hot or too cold reduces the number of visitors) and energy companies may decide to purchase the financial derivatives based on the temperature. An important milestone is that in the year 1973, the worlds first options exchange opened in Chicago. At the very same year, Black and Scholes (1973