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Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 1, 2003 - June 30, 2004

Material from IMA Talks

Model Implementation, Algorithms and Software Issues

May 3-7, 2004

Photo Gallery           Abstracts

Pierre Collin-Dufresne (University of California, Berkeley)
Slides:   pdf
Paper:
  pdf
abstract

Ron S. Dembo (Founding Chairman, Algorithmics Incorporated)
Slides:   html    pdf    ps    ppt
abstract

Gregory R. Duffee (Haas School of Business, University of California-Berkeley)
Slides: duffee_ima_present.pdf
Paper:   duffee_stanton.pdf
abstract

Philip H. Dybvig (Washington University in Saint Louis)
Slides:   pdf
abstract

Jean-Pierre Fouque (Department of Mathematics, North Carolina State University)
Slides:   pdf
abstract

Paul Glasserman (Graduate School of Business, Columbia University)
Slides:   pdf
Paper:   pdf
abstract

David C. Heath (Department of Mathematical Sciences, Center for Computational Finance, Carnegie Mellon University)
Paper:   pdf
abstract

Dmitry Kramkov (Center for Computational Finance, Carnegie Mellon University)
Slides:   pdf
abstract

Joseph Langsam (Morgan Stanley)
Slides:  html   pdf   ps   ppt
abstract

Louis Scott (Morgan Stanley & Co.)
Slides: LOS_Slides_SVJ_2004.pdf
abstract

Steven E. Shreve (Department of Mathematical Sciences, Carnegie Mellon University)
Slides:   pdf    ps
abstract

Mihai Sîrbu (Department of Mathematical Sciences, Carnegie Mellon University)
Slides:   pdf
abstract

Srdjan D. Stojanovic (Department of Mathematical Sciences, University of Cincinnati)
Paper:   pdf
abstract

Yong Zeng (Department of Mathematics and Statistics, University of Missouri at Kansas City)
Slides:   pdf   ps
Paper:   pdf   ps

abstract

 

Photo Gallery           Abstracts

Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 1, 2003 - June 30, 2004