| 8:30-9:30 |
REGISTRATION at Fields Reception Desk |
| 9:30-10:45 |
Phelim Boyle (University of Waterloo)
"Introduction to Modern Finance" |
| 10:45-11:00 |
Coffee Break |
| 11:00-12:00 |
Pierre L'Ecuyer(Université de Montréal)
"Monte Carlo and Quasi-Monte Carlo Methods" |
| 12:00-1:30 |
Lunch |
| 1:30-2:30 |
Dietmar Leisen (Stanford University)
"Continuous-Time Finance and Its Approximations" |
| 2:30-2:45 |
Coffee Break |
| 2:45-3:45 |
Philip Protter (Purdue University)
"Numerical Methods for Stochastic Differential Equations arising in Finance" |
| 4:00-5:00 |
Panel discussion: "Directions in Research" |
