Friday, July 26
3:15-5:15 PM

Mathematical Finance II (Part II of II)

For description, see Part I, MS41.

Organizers: Steven E. Shreve and H. Mete Soner
Carnegie Mellon University

3:15 Imperfect Competition Among Informed Agents
Kerry Back, Washington University, St. Louis
3:45 Topology on Wall Street
Dilip Madan, University of Maryland
4:15 On the Possibility of Hedging Options in the Presence of Transaction Costs
Shlomo Levental and Anatolii V. Skorohod, Michigan State University
4:45 Title to be Determined
Thaleia Zariphopoulou, University of Wisconsin, Madison

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MMD, 5/20/96