Mathematics and Finance: Info
TO REGISTER
Conference attendance is free of charge,
but space is limited and
preregistration is required by
Thursday, September 18, 1997.
You may register by calling
(609) 734-8259
or by e-mail to llg@ias.edu
Directions to the Institute are available
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Over the past decade, we have seen a tremendous increase in the use of technology in the financial industry. This phenomenon has attracted some of the most talented mathematical minds to Wall Street and fostered a vigorous exchange of ideas between academics and practitioners. While there has been steady progress in this rapidly expanding field, much more remains to be done.
"Mathematics and Finance" is the fourth conference of financial mathematics organized at the Institute for Advanced Study. These conferences bring together researchers and professionals from different areas which are users and/or creators of financial mathematics. The morning sessions will be round-table discussions with panels of practioners who will raise issues of interest to the industry. The afternoon session will consist of more traditional lectures/discussions.
This conference has been organized by Martin L. Leibowitz, Executive Vice President and Chief Executive Officer, TIAA-CREF, New York; and S.R. Srinivasa Varadhan, Professor of Mathematics, Courant Institute, New York University.
The Institute for Advanced Study would like to thank Bankers Trust Company for underwriting the costs of this conference.
8:45-9:15 |
Coffee and Registration |
| 9:15-9:30 | Welcome Phillip A. Griffiths, Director, Institute for Advanced Study Clinton Lively, Sr. Managing Director, Bankers Trust Company, New York |
| 9:30-10:30 | Round-table discussion: Asset Management Funds Martin L. Leibowitz, Moderator David E. Shaw, Principal, D.E. Shaw & Co., New York James Simons, President, Renaissance Technologies Corp., New York |
| 10:30-11:00 | Coffee Break |
| 11:00-12:00 | Round-table discussion: Brokerage and Investment Banking Martin L. Leibowitz, Moderator John Breit, Managing Director, Global Risk Management, Merrill Lynch, NY Robert Litterman, Managing Director, Risk Management, Goldman Sachs Janet L. Showers, Managing Director, Government Bond Strategies, Salomon Brothers
|
| 12:00 | Luncheon Speaker Peter L. Bernstein, author of Against the Gods, best-selling book on the history of probability |
| 1:30-5:00 | Lectures/Discussions on Mathematical Problems in Finance S.R. Srinivasa Varadhan, Moderator Hans Follmer, Professor of Mathematics, Humboldt University, Berlin L.C.G. Rogers, Professor of Mathematics, University of Bath, U.K. Speaker TBA
|
| 5:00 | Refreshments and adjournment
|
THIS PAGE WAS LAST MODIFIED: 01 August 1997 by L. Stewart