Financial Mathematics: Risk Management, Modeling and Numerical Methods

January 3 - 12, 2001

Speaker List

Michael Brennan (UCLA, Anderson)
René Carmona (Princeton University, Mathematics)
Peter Carr (Bank of America, Equity Financial Products)
Ronald Dembo (Algorithmics)
Jerome Detemple (Boston U)
Darrell Duffie (Stanford University, Graduate School of Busine)
Paul Embrechts (ETH, Zurich, Mathematics)
Paul Glasserman (Columbia University, Mathematics)
David Heath (Carnegie Mellon University, Dept. of Math Sciences)
Ioannis Karatzas (Columbia University, Mathematics)
Steven Kou (Columbia University)
Ronald Lagnado (MKI Rish)
Andrew Lo (Massachusetts Institute of Technology)
Benoit Mandelbrot (Yale University)
Marek Musiela (Paribas, London)
Art Owen (Stanford University)
George Papanicolaou (Stanford University)
Stanley Pliska (University of Chicago)
Eric Reiner (UBS)
Eduardo Schwartz (UCLA, Anderson)
Albert Shiryaev (Steklov Mathematical Institute)
Steven Shreve (Carnegie Mellon University)
Eitan Tadmor (UCLA / University of Maryland, Mathematics)
Thaleia Zariphopoulou (University of Texas, Mathematics)