The International Conference on Mathematical Finance was held at Fudan
University, Shanghai, China, on May 10-13, 2001. Guests from 10 countries
participated the conference and there were 29 invited speakers presented talks.
Mathematical finance is a very active area recently. The real world of finance and economics keep raising new and challenging problems, which make
the subject very attractive. More and more advanced mathematical tools are
found useful in the area. Some researches in mathematical finance lead to the
invention of new mathematical theory. In this conference, the talks involved
contingent claim pricing, optimal investment, interest term structure, insurance, risk analysis, numerical methods in finance, as well as backward and
forward-backward stochastic differential equations, etc. The talks presented
at the conference were of very high level and it is worthy of having a record.
This volume contains 22 written version of the talks presented at the conference. The editor would like to thank the authors for their careful preparation
of the contribution, which makes the publication of this proceedings possible