COMMERCIAL AND INDUSTRIAL MATHEMATICS
Please note that this is a page for a program or event far in the past. It contains archival information only, as things were at the time of the event.
None of this information is current.

The Fields Institute 2001-2002
Seminar Series on Quantitative Finance sponsored by
Commercial Industrial Mathematics at Fields Organizing Committee Past Activities Index Directions to Fields Audio of Lectures

The Quantitative Finance Seminar is offered to any interested participant -- no reservation is necessary. Please subscribe to the Fields mail list to be informed of speakers and titles for upcoming seminars and financial mathematics activities.

April 24, 2002 at 5 pm - (Sponsored by Sungard Trading and Risk Systems)
Damir Filipovic, Princeton University
Affine Processes and Applications in Finance
Gerald Quinlan, Sungard Trading and Risk Systems
Modelling Credit Risk In Convertible Bonds

March 27, 2002 at 5 pm
Risk Measurement and Management in Insurance Companies
Harry Panjer, University of Waterloo
Shaun Wang, SCOR Reinsurance Company, Chicago
Stuart Wason, MMC Enterprise Risk Consulting, Ltd

February 25 - March 1, 2002
Week on Computational Challenges in Mathematical Finance

January 30, 2002 at 5 pm
Prof. Eric Renault, Université de Montréal
Dynamic mixture models of option pricing
Prof. René Garcia, Université de Montréal
Preferences, State Variables and Option Pricing
click here for talk

November 28, 2001 at 5 pm
Prof. Christian Gourieroux,
Paris IX University and ENSAE
Department of Economics, University of Toronto
Pricing with Splines

October 31, 2001 at 5 pm
Prof. Jin-Chuan Duan, Manulife Chair in Financial Services
Joseph L. Rotman School of Management, University of Toronto
Risk Premium and Pricing of Derivatives in Complete Markets