Friday, July 26
3:15-5:15 PM
MS51
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
MMD, 5/20/96