[grads] summer seminar

[Charles Tier]

Applied Math Grad. Students:

I would like to get a final list of students who are interested in my
summer seminar.

I have the following students:  D. Ding, Zhao Zhang, Kimbol Zhang, and
Richard Landry.

Please let me know if you are interested.  We will need to have an
organizational meeting soon.


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.


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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