
AMS Sectional Meeting Program by Day
Current as of Saturday, May 29, 2010 00:46:48
Program 
Deadlines 
Registration/Housing/Etc.
Special Event or Lecture 
Inquiries: meet@ams.org
2010 Spring Eastern Sectional Meeting
Newark, NJ, May 2223, 2010 (Saturday  Sunday)
Meeting #1060
Associate secretaries: Steven H Weintraub, AMS steve.weintraub@lehigh.edu
Saturday May 22, 2010

Saturday May 22, 2010, 7:30 a.m.4:00 p.m.
Meeting Registration
Lobby, 2nd Floor, Kupfrian Hall

Saturday May 22, 2010, 7:30 a.m.4:00 p.m.
Exhibit and Book Sale
Room 202, Kupfrian Hall

Saturday May 22, 2010, 8:55 a.m.9:50 a.m.
Invited Address
Computational Topology Applied to the Global Dynamics of Nonlinear Systems.
Jim Wise Theater, 2nd Floor, Kupfrian Hall
Konstantin Mischaikow*, Rutgers University
(10603702)

Saturday May 22, 2010, 10:00 a.m.12:50 p.m.
Special Session on Graph Theory, I
Room 104, Tiernan Hall Organizers: Nathan W. Kahl, Seton Hall University Nathan.Kahl@shu.edu
Michael J. Ferrara, University of Colorado at Denver
Arthur H. Busch, University of Dayton

10:00 a.m.
Balanced bipartite subgraphs with at least half the degree of each vertex.
Stephen G. Hartke*, University of NebraskaLincoln
Tyler Seacrest, University of NebraskaLincoln
(106005104)

10:30 a.m.
An Extremal Characterization of Projective Planes.
Stefaan De Winter, Department of Mathematics and Computer Algebra, Ghent University
Felix Lazebnik*, Department of Mathematical Sciences, University of Delaware
Jacques Verstraëte, Department of Mathematics, University of California San Diego
(106005236)

11:00 a.m.
Another Extremal Property of Turán Graphs.
Spencer N. Tofts*, University of Delaware
Felix Lazebnik, University of Delaware
(106005226)

11:30 a.m.
On generalized Ramsey numbers of Erd{ő}s and Rogers.
Andrzej Dudek*, Carnegie Mellon University
Vojta R{ö}dl, Emory University
(10600566)

12:00 p.m.
Minimum Saturated Graphs and Ramsey Graphs.
Guantao Chen, Georgia State University
Michael J. Ferrara, University Colorado Denver
Ron Gould, Emory University
Colton Magnant, Lehigh University
John R. Schmitt*, Middlebury College
(10600558)

12:30 p.m.
Finding Large Subgraphs.
Hemanshu Kaul*, Illinois Institute of Technology
(106005210)

Saturday May 22, 2010, 10:00 a.m.12:45 p.m.
Special Session on Elliptic and Parabolic Problems in Geometry, I
Room 112, Tiernan Hall Organizers: Simon Brendle, Stanford University brendle@math.stanford.edu
MuTao Wang, Columbia University

Saturday May 22, 2010, 10:00 a.m.1:20 p.m.
Special Session on Mathematics and Computations of Fluid Dynamics
Room 107, Tiernan Hall Organizers: Yuan N. Young, New Jersey Institute of Technology yyoung@oak.njit.edu

10:00 a.m.
Shape Optimization of Peristaltic Pumping.
Shawn W Walker*, New York University, Courant Institute
Michael J Shelley, New York University, Courant Institute
(10607649)

10:30 a.m.
Current Results on the Interaction of Electric Fields with Soap Films.
John A Pelesko*, University of Delaware
(106076211)

11:00 a.m.
Solving the immersed interface problem using the decomposition with boundary integral approach.
Anita T Layton*, Duke University
(106065118)

11:30 a.m.
Modeling and simulation of biologically active suspensions.
David Saintillan*, Department of Mechanical Science and Engineering, University of Illinois at UrbanaChampaign
(106076137)

12:00 p.m.
Front tracking and its coupling with convection dominated problems.
Xiaolin Li*, SUNY at Stony Brook
Wurigen Bo, SUNT at Stony Brook
Brian Fix, SUNY at Stony Brook
JoungDong Kim, SUNY at Stony Brook
James Glimm, SUNY at Stony Brook
(106065154)

12:30 p.m.
Microhydrodynamics of soft particles.
Petia M Vlahovska*, Dartmouth College
(106076175)

1:00 p.m.
Dynamic Behavior of Lipid Vesicles in Viscous Flows.
David Salac*, Northwestern University
Michael Miksis, Northwestern University
(106076229)

Saturday May 22, 2010, 10:00 a.m.12:20 p.m.
Special Session on Logic and Groups, I
Room 208, Kupfrian Hall Organizers: Peggy Dean, Borough of Manhattan Community College, City University of New York
Claire Wladis, Borough of Manhattan Community College, City University of New York cwladis@gmail.com
Marcos Zyman, Borough of Manhattan Community College, City University of New York

10:00 a.m.
A negative result regarding the construction of groups with word problem of a given Turing degree.
Jay R. Williams*, Rutgers University
(106020133)

10:30 a.m.
Automorphism groups of nonstandard models of arithmetic.
Roman Kossak*, City University of New York
(106003160)

11:00 a.m.
Something for Nothing: Some Consequences of the Solution to the Tarski Problems.
Benjamin Fine*, Fairfield University, Fairfield, CT
Gerhard Rosenberger, University of Hamburg, Hamburg, Germany
(106020138)

11:30 a.m.
Groups with logspace normal forms.
Gillian Z. Elston, Hofstra University
Gretchen Ostheimer*, Hofstra University
(106020208)

12:00 p.m.
Equations in groups, actions on trees, algorithmic topology and dynamical systems.
Olga Kharlampovich*, McGill University, Dept of Math and Stats
(106020179)

Saturday May 22, 2010, 10:00 a.m.12:50 p.m.
Special Session on Groups, Computations, and Applications, I
Room 207, Kupfrian Hall Organizers: Delaram Kahrobaei, City University of New York dkahrobaei@gc.cuny.edu

Saturday May 22, 2010, 10:00 a.m.12:50 p.m.
Special Session on Invariants of Knots, Links, and 3Manifolds, I
Room 205, Kupfrian Hall Organizers: Abhijit Champanerkar, College of Staten Island, CUNY abhijit@math.csi.cuny.edu
Ilya S. Kofman, College of Staten Island, CUNY
Philip J. P. Ording, Medgar Evers College, CUNY

Saturday May 22, 2010, 10:00 a.m.12:20 p.m.
Special Session on Teichmüller Theory, Hyperbolic Geometry, and Complex Dynamics, I
Room 114, Tiernan Hall Organizers: Zheng Huang, College of Staten Island, CUNY huangz@mail.csi.cuny.edu
Ren Guo, University of Minnesota

Saturday May 22, 2010, 10:00 a.m.12:50 p.m.
Special Session on Automorphic Forms, Lfunctions, and Applications, I
Room 111, Tiernan Hall Organizers: Ameya Pitale, American Institute of Mathematics pitale@aimath.org
Anantharam Raghuram, Oklahoma State University

Saturday May 22, 2010, 10:00 a.m.12:50 p.m.
Special Session on Lie Algebras and Representation Theory, I
Room 210, Kupfrian Hall Organizers: Gautam Chinta, City College, City University of New York
Andrew Douglas, New York City College of Technology, City University of New York
Bart Van Steirteghem, Medgar Evers College, City University of New York bartvs@mec.cuny.edu

10:00 a.m.
Eigenvalues of generalized Capelli operators and binomial coefficients.
Siddhartha Sahi*, Department of Mathematics, Rutgers University, New Brunswick, NJ
(10603371)

10:30 a.m.
Moment polytopes and semigroup of representations with tensor product.
Kiumars Kaveh*, McMaster University
Askold Khovanskii, University of Toronto
(10602256)

11:00 a.m.
Spherical nilpotent orbits and asymptotics of $K$types of Harish Chandra modules.
Donald R King*, Department of Mathematics
(10602279)

11:30 a.m.
Fourier Transforms of Nilpotent, Coadjoint Orbits for $\text{GL}(n,\mathbb{R})$.
Benjamin Harris*, MIT
(10602288)

12:00 p.m.
Differential Operators on the free algebra.
Uma N Iyer*, Bronx Community College.
Timothy C McCune, Great Neck, New York
(10601678)

12:30 p.m.
Hecke Algebras for padic Loop Groups.
Manish M. Patnaik*, Harvard University
(10602277)

Saturday May 22, 2010, 10:00 a.m.12:20 p.m.
Special Session on Financial Mathematics, I
Room 106, Tiernan Hall Organizers: Tim S.T. Leung, Johns Hopkins University timleung@jhu.edu

10:00 a.m.
Energy price correlations: Understanding the links between coal, gas, electricity and carbon prices.
Michael Coulon*, Princeton University
(106060207)

10:30 a.m.
ArbitrageFree Models In Markets With Transaction Costs.
Hasanjan Sayit*, Assistant professor, Mathematics Department, Worcester Polytechnic Institute.
Frederi Viens, Professor, Statistics Department, Purdue University,
(10606095)

11:00 a.m.
On refined volatility smile expansion in the Heston model.
Peter Friz, TU and WIAS Berlin, partially supported by MATHEON
Stefan Gerhold, TU Wien, partially supported by the Austrian Federal Financing Agency and the ChristianDopplerGesellschaft
Archil Gulisashvili, Ohio University
Stephan Sturm*, ORFE Department, Princeton University
(106091163)

11:30 a.m.
Heat Polynomials, boundary crossing probabilities and applications in finance.
Gerardo HernandezdelValle*, Columbia University
(10603553)

12:00 p.m.
Risk measures for multivariate variables in markets with random solvency cones.
Birgit Rudloff*, Princeton University
Andreas Hamel, Princeton University/ Yeshiva University
(106060166)

Saturday May 22, 2010, 10:30 a.m.12:50 p.m.
Special Session on Biomembranes: Modeling, Analysis, and Computation, I
Room 105, Tiernan Hall Organizers: Ricardo H. Nochetto, University of Maryland rhn@math.umd.edu
Dionisios Margetis, University of Maryland

Saturday May 22, 2010, 10:30 a.m.12:50 p.m.
Special Session on Topological and Computational Dynamics, I
Room 206, Kupfrian Hall Organizers: JeanPhilippe Lessard, Institute for Advanced Study and Rutgers University lessard@math.rutgers.edu
Konstantin M. Mischaikow, Rutgers University

10:30 a.m.
What Do We Know about Static Packings: From Hard Spheres to Ellipsoidal Particles and from Collapsed Polymers to Folded Proteins?
Corey S OHern*, Yale University
(10608213)

11:00 a.m.
Granular materials: from discrete to continuum description.
Lou Kondic*, New Jersey Institute of Technology
Miroslav Kramar, Rutgers University
Konstantin Mischaikow, Rutgers University
Robert P. Behringer, Duke University
(10607024)

11:30 a.m.
Topology of force chains in dense granular materials.
Miroslav Kramar*, Rutgers
Konstantin Mischaikow, Rutgers
Lou Kondic, NJIT
(106014123)

12:00 p.m.
Discrete Morse Theory for Homology Computation.
Shaun R Harker*, Rutgers University
(106057151)

12:30 p.m.
Rational Maps and Maximum Likelihood Decoding: Duality in Algebraic Geometry Codes.
Yasuaki Hiraoka*, Hiroshima University/University of Pennsylvania/JST
(10609416)

Saturday May 22, 2010, 11:00 a.m.12:20 p.m.
Special Session on Recent Trends in Cayley Graphs to Model Interconnection Networks, I
Room 211, Kupfrian Hall Organizers: Daniela Ferrero, Texas State University
Beth Novick, Clemson University nbeth@clemson.edu

Saturday May 22, 2010, 11:00 a.m.12:50 p.m.
Special Session on Homology Theories for Knots and Skein Modules, I
Room 204, Kupfrian Hall Organizers: Mikhail Khovanov, Columbia University
Jozef H. Przytycki, George Washington University przytyck@gwu.edu
Radmila Sazdanovic, George Washington University

11:00 a.m.
Turaev genus, knot signature, and the knot homology concordance invariants: Part 1.
Oliver T Dasbach*, Louisiana State University
Adam M Lowrance, University of Iowa
(10605796)

11:30 a.m.
Turaev genus, knot signature, and the knot homology concordance invariants: Part 2.
Oliver T Dasbach, Louisiana State University
Adam M Lowrance*, University of Iowa
(10605797)

12:00 p.m.
Cube Diagrams: The Topology and Geometry of Knots in Three Dimensions.
Scott Baldridge*, Louisiana State University
Adam Lowrance, University of Iowa
(106057220)

12:30 p.m.
The theory of classical theta functions from a topological perspective.
Razvan Gelca*, Texas Tech University
Alejandro Uribe, University of Michigan
(106057117)

Saturday May 22, 2010, 3:00 p.m.3:50 p.m.
Invited Address
Curvature Driven Flows in Deformable Domains.
Jim Wise Theater, 2nd Floor, Kupfrian Hall
Ricardo H. Nochetto*, University of Maryland
(10606503)

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Graph Theory, II
Room 104, Tiernan Hall Organizers: Nathan W. Kahl, Seton Hall University Nathan.Kahl@shu.edu
Michael J. Ferrara, University of Colorado at Denver
Arthur H. Busch, University of Dayton

4:00 p.m.
A surgery reducing the AllTerminal Reliability of threshold graphs having a specified degree condition.
John T. Saccoman*, Seton Hall University, Department of Mathematics and Computer Science
(106005110)

4:30 p.m.
On the Weighted Component Line Connectivity of Trees and Unicycles.
C L Suffel*, Stevens Institute of Technology
L Iswara Chandra, Stevens Institute of Technology
A Suhartomo, Stevens Institute of Technology
D Gross, Seton Hall University
(106005219)

5:00 p.m.
Proper and rainbow paths and cycles.
Shinya Fujita, Gunma National College of Technology
Aydin Gerek, Lehigh University
Colton Magnant*, Lehigh University
(10600569)

5:30 p.m.
The Thickness and Chromatic Number of $r$Inflated Graphs.
Michael O Albertson, Smith College
Debra L Boutin, Hamilton College
Ellen Gethner*, University of Colorado Denver
(106005173)

6:00 p.m.
Degree Improvements to Bounds on the Binding Number and Toughness of a Graph.
Michael R. Yatauro*, Research Fellow/Stevens Institute of Technology
(10600547)

6:30 p.m.
Graphs with the Maximum or Minimum Number of 1Factors.
Daniel J Gross*, Seton Hall University
Nathan W Kahl, Seton Hall University
John T Saccoman, Seton Hall University
(10600585)

Saturday May 22, 2010, 4:00 p.m.5:45 p.m.
Special Session on Elliptic and Parabolic Problems in Geometry, II
Room 112, Tiernan Hall Organizers: Simon Brendle, Stanford University brendle@math.stanford.edu
MuTao Wang, Columbia University

Saturday May 22, 2010, 4:00 p.m.5:50 p.m.
Special Session on Mathematics of Optics and Matter Waves
Room 107, Tiernan Hall Organizers: Roy Goodman, New Jersey Institute of Technology goodman@njit.edu

Saturday May 22, 2010, 4:00 p.m.5:50 p.m.
Special Session on Mathematical Neuroscience: Modeling, Analysis, and Simulations
Room 113, Tiernan Hall Organizers: Horacio G. Rotstein, New Jersey Institute of Technology horacio@njit.edu

4:00 p.m.
Synchronization of coupled limit cycles.
Georgi S. Medvedev*, Department of Mathematics, Drexel Univeristy
(106037177)

4:30 p.m.
A model of two interacting accumulators for reach and saccade reaction time behavior.
Daniel Martí*, Center for Neural Science / New York University
Heather Dean, Center for Neural Science / New York University
John Rinzel, Center for Neural Science / New York University/Courant Institute of Mathematical Sciences
Bijan Pesaran, Center for Neural Science / New York University
(106092239)

5:00 p.m.
Canard dynamic structures and their roles in generating abrupt transitions between firing frequency regimes in neural models: The stellate cell case.
Horacio G. Rotstein*, Department of Mathematical Sciences, New Jersey Institute of Technology
Tilman Kispersky, Program in Neuroscience, Boston University
John A. White, Department of Bioengineering and The Brain Institute, University of Utah
(106092112)

5:30 p.m.
Discussion

Saturday May 22, 2010, 4:00 p.m.5:20 p.m.
Special Session on Biomembranes: Modeling, Analysis, and Computation, II
Room 105, Tiernan Hall Organizers: Ricardo H. Nochetto, University of Maryland rhn@math.umd.edu
Dionisios Margetis, University of Maryland

4:00 p.m.
Coupling of membrane shape and local protein and lipid composition and its relevance to intracellular trafficking.
Benjamin R. Capraro*, University of Pennsylvania
Aiwei Tian, University of Pennsylvania
Michael C Heinrich, University of Pennsylvania
Tobias Baumgart, University of Pennsylvania
(106092231)

4:30 p.m.
Phase Separation in Two Phase Lipid Membrane Vesicle.
Sanjay M Dharmavaram*, Cornell University
Timothy J Healey, Cornell University
(106000193)

5:00 p.m.
Implications of Ising Criticality in Live Cell Membranes.
Benjamin B Machta*, Department of Physics, Cornell University
Stefanos Papanikolaou, Department of Physics, Cornell University
James P Sethna, Department of Physics, Cornell University
Sarah L Veatch, Department of Biophysics, University of Michigan
(106092204)

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Logic and Groups, II
Room 208, Kupfrian Hall Organizers: Peggy Dean, Borough of Manhattan Community College, City University of New York
Claire Wladis, Borough of Manhattan Community College, City University of New York cwladis@gmail.com
Marcos Zyman, Borough of Manhattan Community College, City University of New York

Saturday May 22, 2010, 4:00 p.m.5:20 p.m.
Special Session on Recent Trends in Cayley Graphs to Model Interconnection Networks, II
Room 211, Kupfrian Hall Organizers: Daniela Ferrero, Texas State University
Beth Novick, Clemson University nbeth@clemson.edu

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Groups, Computations, and Applications, II
Room 207, Kupfrian Hall Organizers: Delaram Kahrobaei, City University of New York dkahrobaei@gc.cuny.edu

4:00 p.m.
$L^2$ Betti numbers.
Andrzej Zuk*, University of Paris 7
(106020149)

4:30 p.m.
Computing fundamental domains for congruence subgroups of $\text{SL}_2$.
Lisa Carbone, Rutgers University
Leigh Cobbs, Rutgers University
Scott H. Murray*, University of Canberra
(106020145)

5:00 p.m.
Graphs of groups and the Grzegorczyk hierarchy.
Andrew J Duncan*, Newcastle University
(106020120)

5:30 p.m.
Adapting Hilbert's Tenth Problem to Group Based Cryptography.
Gilbert Baumslag, City University, New York City
Benjamin Fine*, Fairfield University, Fairfield, Connecticut
Douglas Troeger, City Unviersity, New York
(106020135)

6:00 p.m.
A public key exchange using semidirect products of groups.
Maggie Habeeb*, CUNY Graduate Center
Delaram Kahrobaei, CUNY Graduate Center
Vladmir Shpilrain, CUNY Graduate Center
(106020128)

6:30 p.m.
Factor Groups of the BaumslagSolitar Groups and Subgroups of the Additive Group of Rational Numbers.
Anthony E Clement*, Brooklyn College, City University of New York
(10602099)

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Homology Theories for Knots and Skein Modules, II
Room 204, Kupfrian Hall Organizers: Mikhail Khovanov, Columbia University
Jozef H. Przytycki, George Washington University przytyck@gwu.edu
Radmila Sazdanovic, George Washington University

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Invariants of Knots, Links, and 3Manifolds, II
Room 205, Kupfrian Hall Organizers: Abhijit Champanerkar, College of Staten Island, CUNY abhijit@math.csi.cuny.edu
Ilya S. Kofman, College of Staten Island, CUNY
Philip J. P. Ording, Medgar Evers College, CUNY

4:00 p.m.
Indicatrices and Superinvariants of Knots.
Colin Adams*, Williams College
Dan Collins, Cornell University
Katherine Hawkins, Williams College
Charmaine Sia, MIT
Robert Silversmith, Williams College
Bena Tshishiku, Washington and Lee University
(106057158)

5:00 p.m.
Character varieties of a family of 2bridge knot complements.
Ronald van Luijk, Universiteit Leiden
Melissa Macasieb*, Univeristy of Maryland
Kathleen Petersen, Florida State University
(106057147)

5:30 p.m.
Polynomial and contact invariants of links in lens spaces.
Christopher R Cornwell*, Michigan State University
(10605483)

6:00 p.m.
Toward an Arithmetic theory of ChekhovFock Algebras.
Neal W. Stoltzfus*, Dept. of Math., Louisiana State University
(106057150)

6:30 p.m.
The WPolynomial and the Mahler Measure of the Kauffman Bracket.
Robert Todd*, University of Nebraska at Omaha
(10605725)

Saturday May 22, 2010, 4:00 p.m.6:20 p.m.
Special Session on Teichmüller Theory, Hyperbolic Geometry, and Complex Dynamics, II
Room 114, Tiernan Hall Organizers: Zheng Huang, College of Staten Island, CUNY huangz@mail.csi.cuny.edu
Ren Guo, University of Minnesota

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Automorphic Forms, Lfunctions, and Applications, II
Room 111, Tiernan Hall Organizers: Ameya Pitale, American Institute of Mathematics pitale@aimath.org
Anantharam Raghuram, Oklahoma State University

Saturday May 22, 2010, 4:00 p.m.6:20 p.m.
Special Session on Topological and Computational Dynamics, II
Room 206, Kupfrian Hall Organizers: JeanPhilippe Lessard, Institute for Advanced Study and Rutgers University lessard@math.rutgers.edu
Konstantin M. Mischaikow, Rutgers University

4:00 p.m.
Chaotic braided solutions via forcing and rigorous numerics.
Jan Bouwe van den Berg*, VU University Amsterdam
JeanPhilippe Lessard, Rutgers University
(10603717)

4:30 p.m.
Quantifying Patterns in a CoupledPatch Population Model.
Sarah Day*, College of William and Mary
Benjamin Holman, College of William and Mary
Sebastian Schreiber, UC Davis
(10603719)

5:00 p.m.
Computing Global Dynamics of Multiparameter Systems.
Bill Kalies*, Florida Atlantic Univ.
(106037238)

5:30 p.m.
Rigorous Computation of Connecting Orbits for Flows I: Problem Description and Parameterization of Invariant Manifolds.
J D Mireles James*, Rutgers University
J P Lessard, Institute for Advanced Study, and Rutgers University
K M Mischaikow, Rutgers University
J B van den Berg, VU University Amsterdam
(10603714)

6:00 p.m.
Rigorous Computations of Connecting Orbits for Flows. Part II: Contraction mapping, Radii polynomials and the GrayScott equation.
J.B. van den Berg, VU University Amsterdam
J.D. Mireles James, Rutgers University
J.P. Lessard*, IAS and Rutgers University
K. Mischaikow, Rutgers University
(106034106)

Saturday May 22, 2010, 4:00 p.m.6:50 p.m.
Special Session on Lie Algebras and Representation Theory, II
Room 210, Kupfrian Hall Organizers: Gautam Chinta, City College, City University of New York
Andrew Douglas, New York City College of Technology, City University of New York
Bart Van Steirteghem, Medgar Evers College, City University of New York bartvs@mec.cuny.edu

4:00 p.m.
Superinvolutions on graded superalgebras.
Marina Tvalavadze*, University of Saskatchewan
(10601767)

4:30 p.m.
Quotients for graded Lie algebras.
Juana Sanchez Ortega*, University of Malaga (Malaga, Spain)
(10601743)

5:00 p.m.
Overlap coefficients in representations of the $q$deformed algebra $U_{q}(so_{4})$.
Alexander Rozenblyum*, Mathematics Department, New York City College of Technology, CUNY
(10603355)

5:30 p.m.
On PBW bases.
Bogdan Ion*, University of Pittsburgh
(10601684)

6:00 p.m.
Finitedimensional representations of equivariant map algebras.
Erhard Neher*, University of Ottawa
Alistair Savage, University of Ottawa
Prasad Senesi, The Catholic University of America
(10601763)

6:30 p.m.
Automata and affine KazhdanLusztig cells.
Paul E Gunnells*, University of Massachusetts Amherst
(10602070)

Saturday May 22, 2010, 4:00 p.m.6:20 p.m.
Special Session on Financial Mathematics, II
Room 106, Tiernan Hall Organizers: Tim S.T. Leung, Johns Hopkins University timleung@jhu.edu

4:00 p.m.
The setvalued approach for conical markets models: risk measures and utility functions.
Andreas H Hamel*, Princeton University
(10604934)

4:30 p.m.
Horizon dependency of utility optimizers in incomplete models.
Kasper Larsen*, Carnegie Mellon University
Hang Yu, Carnegie Mellon University
(10609148)

5:00 p.m.
Forward Indifference Valuation of American Options in Incomplete Markets.
Tim S.T. Leung*, Johns Hopkins University
Ronnie Sircar, Princeton University
Thaleia Zariphopoulou, University of Texas at Austin; University of Oxford
(10606082)

5:30 p.m.
Maximum Drawdown of a JumpDiffusion Process and the Corresponding Partial IntegroDifferential Equations.
Libor Pospisil*, Columbia University
Jan Vecer, Columbia University
(106060161)

6:00 p.m.
Drawdowns, drawups and risk management.
Hongzhong Zhang, City University of New York
Olympia Hadjiliadis*, City University of New York
(10606028)
Inquiries: meet@ams.org

