Mathematical Finance Day '99

Important Notice:

Mathematical Finance Day 2000 is scheduled for Sep. 24, 2000

Sunday, April 25, 1999
Main Auditorium
Boston University, School of Management
595 Commonwealth Avenue, Boston, Massachusetts

Sponsored by:

Boston University Systems Research Center

John Hancock Life Insurance Company

State Street

The MathWorks, Inc.

 

List of Speakers:

David Heath - Carnegie Mellon University

Joseph Traub - Columbia University

Mark Rubinstein - Berkeley

Jerome Detemple - McGill & Columbia

Marc Yor - Université Pierre et Marie Curie

Nalin Kulatilaka - BU and Robert Pindyck - MIT  

 

(PHOTO)

Keynote Speaker:

Jeffrey K. Skilling

President and C.O.O., Enron Corp.

(PHOTO)

(Jeffrey K. Skilling's speech.pdf)

The Mathematical Finance Day 1999 Lifetime Achievement Award

will be presented to

Robert C. Merton (Harvard Univ.)

(PHOTO)

This event will take place during the luncheon and will be chaired by

Robert A. Jarrow (Cornell Univ.)

(Prof. Jarrow's speech)

 

Organizers:

JOSEPH CHERIAN (PHOTO)

(Dept. of Finance & Economics, School of Management, Boston University)

ANDREW LYASOFF (PHOTO)

  (Dept. of Mathematics, College of Arts and Sciences, Boston University)

 

Program

Abstracts

 

Registration Form

Travel Information

Please note: The REGISTRATION FORM and TRAVEL INFORMATION are both in pdf-format and require Acrobat Reader v.3.0 or later.

  

 

MFD'99 will be held in conjunction with the

9th Annual Derivatives Securities Conference

organized by Joseph Cherian, Robert A. Jarrow and Stuart M. Turnbull.