PROGRAMS AND ACTIVITIES

December 23, 2024

The Fields Institute
Seminar on Financial Mathematics

Organizers: Claudio Albanese (University of Toronto), Phelim Boyle (J. Page R. Wadsworth Chair of Finance, University of Waterloo), John Chadam (President and Scientific Director, The Fields Institute), Ron Dembo (President, Algorithmics Inc.), David Lozinski (The Fields Institute), Gordon Roberts (CIBC Professor of Finance, York University), Al Vilcius (Canadian Imperial Bank of Commerce)

This monthly seminar series meets on the last Wednesday of each month from 4:30 p.m. to 7:30 p.m. The lectures and discussions are held in the main lecture room at the Institute unless otherwise specified in the monthly announcements. Historically, the participants include practitioners from many of the local financial institutions, academics from Business Schools and theoretical scientists who are moving into this dynamic area of research. The speakers have been asked to choose topics and structure their presentations to appeal to a diverse audience of this type.

Persons interested in attending or being included on the mailing list may contact The Institute by e-mail at finance@fields.utoronto.ca. Students and Postdoctoral Fellows are particularly encouraged to attend.

The scheduled speakers for the 1995-1996 lecture series are:

September 27, 1995
4:30 - 5:30 Alexandra E. Mackay and Eliezer Z. Prisman, York University
6:00 - 7:00 Steven E. Shreve, Carnegie Mellon University

October 25, 1995
4:30 - 5:30 Jose Sheinkman, University of Chicago
6:00 - 7:00 Geoffrey Hinton, University of Toronto and Bill Tilford, Nesbitt-Burns, Toronto

November 29, 1995
4:30 - 5:30 Joseph Traub, Columbia University
6:00 - 7:00 Claudio Albanese, University of Toronto

January 31, 1996
4:30 - 5:30 Robert Brooks, Bank of Nova Scotia, Toronto
6:00 - 7:00 Darrell Duffie, Stanford University

February 28, 1996
4:30 - 5:30 Stanley Pliska, University of Illinois at Chicago Circle
6:00 - 7:00 Jerome Detemple, McGill University and CIRANO

March 27, 1996
4:30 - 5:30 Philip Ma, CIBC/Wood Gundy, Toronto
6:00 - 7:00 Jack Mosevich, Harris Investment Management, Chicago

April 24, 1996
4:30 - 5:30 Philip Griffiths, Institute for Advanced Study, Princeton
6:00 - 7:00 Vasant Naik, University of British Columbia

May 29, 1996
4:30 - 5:30 Robert Jarrow, Cornell University
6:00 - 7:00 Stuart Turnbull, Queen's University