[grads] summer seminar

[Charles Tier]

Applied Math Grad. Students:


I am thinking about running a seminar during some portion of this summer 
if there is sufficient interest.

The topic would be: 

Analytic and Approximate Methods in Financial Mathematics.   

The goal would be review methods for solving pricing problems for a
variety of derivatives.  This would include some exact solutions but
also recent applications of perturbation methods to obtain useful
approximate formulas.

Please let me know if you would be interested in participating.

Thanks

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Charles Tier
Department of Applied Mathematics
Illinois Institute of Technology
10 W. 32nd St.  E1 Room 208
Chicago, IL 60616
Webpage:  www.iit.edu/~ctier
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