Objectives:
How can I make an impact in professional contexts such as small-talk situations at conferences? What can help me in situations where I face an international crowd and how can I connect to an interdisciplinary audience? The workshop Make an Impact! offers the opportunity to enhance overall effective communication (verbal and non-verbal), as well as interpersonal settings, in order to improve networking and self-promotion opportunities.

Description:
Throughout the workshop, participants will be guided through interactive exercises to improve their communication, as well as focus on the quality of their language content and physical expression. The aim is to develop strategies to make a lasting and positive impact on groups, colleagues, and significant contact persons (networking). 
Trainer input will provide the opportunity to gain new insights in effective communication and learn how to present themselves more effectively and to make the best impression and strongest impact.

Contents:
• Self-marketing: effectively promoting oneself (verbal business cards)
• Spontaneous small talk: informal chatting with a purpose
• Developing awareness skills
• Concise and effective introductions: make an impact!
• Body language focus

Methods:
• Theoretical sessions to highlight key aspects and strategies
• Role-play scenarios
• Hands-on exercises for practicing
• Both group and individual feedback

This course introduces Ito processes, a fundamental class of continuous-time stochastic processes widely used in quantitative finance to model stock price dynamics. The course will cover two key methodologies for pricing financial derivatives:
1. Monte Carlo simulations, a probabilistic approach to estimating derivative prices.
2. The partial differential equation (PDE) approach, including applications of the Feynman-Kac theorem in pricing futures and options.
The course will focus on the Black-Scholes model and the Heston stochastic volatility model, which are essential for understanding modern financial markets.

Course Topics
• Introduction to Ito processes and their applications
• Stochastic differential equations (SDEs)
• Numerical methods for solving SDEs
• Monte Carlo (MC) simulations for financial modeling
• The Black-Scholes and Heston stochastic volatility models
• Computing futures and option prices using MC simulations
• Pricing derivatives using the PDE approach and the Feynman-Kac theorem
• Comparison of Monte Carlo simulations and the PDE approach
This course provides both theoretical foundations and practical implementations, making it ideal for students interested in stochastic processes, numerical methods, and financial mathematics.

From accusations of plagiarism against Harvard's former president to the case of Stanford's Marc Tessier-Lavigne and over to the horrific case of Paolo Macchiarini's plastic windpipes -- scientific misconduct has exploded into the public eye in recent years. How can scientists and journalists cover such cases without undermining trust in the scientific process and our research institutions? Over the past five years, Jackson Ryan, HITS Journalist in Residence 2025, has been investigating cases of research misconduct at Australian universities, coming face to face with the problems in managing and investigating breaches. Along the way, he's learned some hard lessons about trust, transparency and the critical role watchdog journalists play in improving scientific practice.