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Host: The Center for Nonlinear Analysis, Carnegie Mellon University
Homepage: http://www.math.cmu.edu/cna/conferences.html#Quantitative
Organizers: David Heath, Steven Shreve
Description:
The conference has two components. Talks on Monday, August 1, will be introductory in
nature, and are intended to introduce graduate students and others to the applications of mathematics in finance. On Tuesday
through Friday, invited speakers will present lectures on topics such as models for asset prices, equity and interest rate
derivative pricing, estimation for financial models, measurement and management of risk, and issues of computation.
Speakers: Mark Broadie (Columbia University), Ulrich Haussmann (University of British Columbia)), George Constantinides (University of Chicago), Dilip Madan (University of Maryland), Paul Embrechts (ETH - Zurich), Philip Protter (Purdue University), Hans Follmer (Humboldt University of Berlin), Walter Schachermayer (University of Vienna), Helyette Geman (University of Paris-Dauphine and ESSEC), H. Mete Soner (Princeton University), Paul Glasserman (Columbia University)
Date received: October 07, 1999
© 2008 Atlas Conferences Inc.