THEMATIC PROGRAMS

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Program in Probability and Its Applications

Symposium on Numerical Stochastics in Finance -- April 19, 1999

SCHEDULE

MONDAY, APRIL 19, 1999
8:30-9:30	REGISTRATION at Fields Reception Desk
9:30-10:45	Phelim Boyle (University of Waterloo) "Introduction to Modern Finance"
10:45-11:00	Coffee Break
11:00-12:00	Pierre L'Ecuyer(Université de Montréal) "Monte Carlo and Quasi-Monte Carlo Methods"
12:00-1:30	Lunch
1:30-2:30	Dietmar Leisen (Stanford University) "Continuous-Time Finance and Its Approximations"
2:30-2:45	Coffee Break
2:45-3:45	Philip Protter (Purdue University) "Numerical Methods for Stochastic Differential Equations arising in Finance"
4:00-5:00	Panel discussion: "Directions in Research"