This bi-weekly seminar is intended for a wide audience encompassing graduate students and faculty from diverse backgrounds.  The common theme is the study of mathematical models in engineering, business, biological science, and applied mathematics. We will meet alternate Tuesdays in Room 201, Christmas-Saucon at 4:10 pm.  The first lecture is Tuesday, February 5, 2002.

February 5, Peter Carr, Semi-Static Hedging of Path-Dependent Options. (Courant Institute)

February 26, Zhonggen Su, A Martingale Inequality with its Applications. (Zhejiang University, P.R. China)

March 12, Robert Stolz, Stochastic Processes with values in large Hilbert spaces and the law of large numbers. (University of the Virgin Islands)

March 26, Neville Francis, Inventories & the Business Cycle. (Lehigh University)