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