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portada mathematical finance - bachelier congress 2000: selected papers from the first world congress of the bachelier finance society, paris, june 29-july 1, (in English)
Type
Physical Book
Illustrated by
Publisher
Author
Year
2010
Language
English
Pages
521
Format
Paperback
Dimensions
22.9 x 15.2 x 3.0 cm
Weight
0.78 kg.
ISBN
3642087299
ISBN13
9783642087295
Categories

mathematical finance - bachelier congress 2000: selected papers from the first world congress of the bachelier finance society, paris, june 29-july 1, (in English)

Stanley R. Pliska (Illustrated by) · Helyette Geman (Illustrated by) · Dilip Madan (Illustrated by) · Springer · Paperback

mathematical finance - bachelier congress 2000: selected papers from the first world congress of the bachelier finance society, paris, june 29-july 1, (in English) - Geman, Helyette ; Madan, Dilip ; Pliska, Stanley R.

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Synopsis "mathematical finance - bachelier congress 2000: selected papers from the first world congress of the bachelier finance society, paris, june 29-july 1, (in English)"

The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis defence. In his thesis Bachelier introduces Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options. The thesis is viewed by many the key event that marked the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included two Nobel laureates, Paul Samuelson and Robert Merton, and the mathematicians Henry McKean and S.R.S. Varadhan. Over 130 further selected talks were given in three parallel sessions. .

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