Titles of the Invited Talks

Professor Henry McKean
"Why is a Diffusion like Brownian Motion : Changes of Scale and Changes of Time"

Professor Paul Samuelson
"Modern Finance Theory Within One Lifetime"

Professor Robert Merton
"Future Possibilities in Finance Theory and Finance Practice"

Professor Hans Föllmer
"Mathematical Finance as an Arbitrage Opportunity for Probability ; Some Case Studies"

Professor David Heath
"Back to the Future"

Professor Eduardo Schwartz
"Valuing American Options by Simulation : a Simple Least-Squares Approach"

Professor Albert Shiryaev
"Quickest Detection Problems in the Technical Analysis of the Financial Data"

Professor S.R.S. Varadhan
"Rare Events and Small Probabilities"

Professor Marc Yor
"Martingale Representation in Mathematical Finance"