9:00 a.m. An Introduction to the Valuation Theory of Financial Options: From the Black-Scholes Formula to Trading Implied Volatility Surfaces Marco Avellaneda*, Courant Institute of Mathematical Sciences

10:30 a.m. Break

10:45 a.m. Quantitative Methods for Portfolio Management Steven Shreve*, Carnegie Mellon University

1:30 p.m. Modeling the Term Structure of Interest Rates David Heath*, Cornell University

3:15 p.m. Break

3:30 p.m. Estimation of Continuous-Time Models in Finance from Discretely Observed Data Yacine Ait-Sahalia*, The University of Chicago