C e n t r e  d e  r e c h e r c h e s  m a t h é m a t i q u e s

en français

As part of the Theme Year 1999-2000

Workshop on Mathematical Physicists in Finance and Industry

June 12-17, 2000


Since the work of Nobel Laureates Merton, Scholes and Black, basic issues in Mathematical Finance show a remarkable analogy with others in Mathematical Physics. This workshop brings together mathematical physicists who are dealing with financial issues, in combination with experts in different areas of finance and economics.

Organizers:
Luis Seco (Toronto) and Stathis Tompaidis (Texas)

The list of invited speakers includes:
C. Albanese (Morgan Stanley & Toronto), M. Avellaneda (Courant), J. Bona (Austin), J. Chadam (Pittsburgh), C. Fefferman (Princeton), R. Garcia (Montréal), I. Karatzas (Columbia), R. McCann (Toronto), G. Papanicolau (Stanford), S. Tompaidis (Austin)


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