AMS Meeting Program by Day
Current as of Tuesday, April 12, 2005 15:09:35
Program 
Deadlines 
Inquiries: meet@ams.org
1997 Joint Mathematics Meetings
San Diego, CA, January 811, 1997
Meeting #918
Associate secretaries:
Lesley M Sibner, AMS lsibner@duke.poly.edu
Donovan H Van Osdol, MAA dv@christa.unh.edu
Monday January 6, 1997

Monday January 6, 1997, 7:30 a.m.5:00 p.m.
AMS Short Course Registration

Monday January 6, 1997, 9:00 a.m.5:00 p.m.
AMS Short Course on Mathematical Finance
Organizers:
David Heath, Cornell University
Glen Swindle, University of California at Santa Barbara

9:00 a.m.
An Introduction to the Valuation Theory of Financial Options: From the BlackScholes 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 ContinuousTime Models in Finance from Discretely Observed Data
Yacine AitSahalia*, The University of Chicago

Monday January 6, 1997, 10:45 a.m.4:55 p.m.
AMS Short Course on Applications of Computational Algebraic Geometry
Organizers:
David Cox, Amherst College
Bernd Sturmfels, University of California at Berkeley

10:45 a.m.
Introduction to Gr\"obner bases.
David Cox*, Amherst College

2:00 p.m.
Introduction to resultants.
Bernd Sturmfels*, University of California at Berkeley

3:15 p.m.
Break

3:45 p.m.
Numerical methods for solving polynomial systems.
Dinesh Manocha*, University of North Carolina at Chapel Hill
Inquiries: meet@ams.org