MATHEMATICS AND FINANCE
a conference on mathematical problems in finance

During the academic year 1997/98, primarily during the first semester when Michael Aizenman, Daniel Fisher and Thomas Spencer will be in residence, there will be a small program on mathematical aspects of statistical mechanics and stochastic geometry. The precise content is still somewhat fluid, and will be determined to some extent by the interests of the participants. One principal purpose is the development of techniques for the rigorous study of renormalization and scaling limits in the context of lattice models and related models with different short-distance structure. Transport in disordered systems will be one of the topics considered. The focus will be analytic but presentations of pertinent physical principles as well as pertinent combinatorial and algebraic techniques, such as the Bethe-Ansatz and exact solutions, are also envisaged.

As the program develops, this announcement will be brought up to date.

Junior mathematicians with an established interest in the domain or a desire to learn the material are encouraged to apply for membership (for the semester or for the academic year) and if necessary for a grant. Senior mathematicians are also welcome, but funds for them are extremely limited, so that, by and large, they would need to come with their salary or other means of support.

If you have questions, do not hesitate to write to Robert Langlands rpl@math.ias.edu, to Thomas Spencer spencer@math.ias.edu, or to Michael Aizenman aizenman@princeton.edu.

We observe that this program will be running concurrently with a long-term program organized by Pierre Deligne and Edward Witten whose purpose is to present quantum field theory, as currently understood and practiced by physicists, to mathematicians.

THIS PAGE WAS LAST MODIFIED: 19 December 1996 by L. Stewart