Titles of the Invited Talks
Professor Henry McKean "Why is a Diffusion like Brownian Motion : Changes of Scale and Changes of Time" |
Professor Paul Samuelson "Modern Finance Theory Within One Lifetime" |
Professor Robert Merton "Future Possibilities in Finance Theory and Finance Practice" |
Professor Hans Föllmer "Mathematical Finance as an Arbitrage Opportunity for Probability ; Some Case Studies" |
Professor David Heath "Back to the Future" |
Professor Eduardo Schwartz "Valuing American Options by Simulation : a Simple Least-Squares Approach" |
Professor Albert Shiryaev "Quickest Detection Problems in the Technical Analysis of the Financial Data" |
Professor S.R.S. Varadhan "Rare Events and Small Probabilities" |
Professor Marc Yor "Martingale Representation in Mathematical Finance" |