<p>SudarshanR. Gurjar<br />
School of Mathematics<br />
Tata Institute of Fundamental Research<br />
Homi Bhabha Road<br />
Mumbai 400005<br />
</p>
<p>Nikhil Gopalkrishnan<br />
Duke University<br />
Computer Science Department<br />
LSRC Building D101<br />
308 Research Drive<br />
Durham, NC 27708<br />
United States of America</p>
The financial markets worldwide have seen a tremendous growth in the last four decades. To facilitate growth of research in this area we are conducting a two week long school and a workshop on Mathematical Finance sponsored by ICTS where the top luminaries in the field of mathematical/computational finance and financial economics teach a short course to interested researchers bringing them to the frontiers of research in financial mathematics.
<p>Ashwin Nayak<br />
Dept. of Combinatorics and Optimization<br />
Faculty of Mathematics<br />
University of Waterloo<br />
200 University Avenue West<br />
Waterloo, Ontario N2L 3G1<br />
Canada</p>
<p>Ankit Sharma<br />
<span class="subtitle">Carnegie Mellon University</span><br />
School of Computer Science<br />
5000 Forbes Avenue<br />
Pittsburgh PA 15213-3891<br />
United States of America</p>
What is the problem?
A limited resource needs to be allocated amongst a set of self-interested
agents. For instance, a company manager wants to allocate resources such as
