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 was in residence, there was a small program on mathematical aspects of statistical mechanics and stochastic geometry. The precise content was fluid, and was determined to some extent by the interests of the participants. One principal purpose was 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 was one of the topics considered. The focus was analytic but presentations of pertinent physical principles as well as pertinent combinatorial and algebraic techniques, such as the Bethe-Ansatz and exact solutions, were also envisaged.