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Mathematical Finance, Bachelier Congress 2000

Name: Mathematical Finance, Bachelier Congress 2000
Brand: Springer, Berlin
SKU: 01567512
Price: 107.88 EUR
Availability: InStock
Author: Helyette Geman
ISBN: 9783540677819

Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000

Helyette Geman

Dilip Madan

Stanley R. Pliska

Língua

Inglês

Livro Livro de capa dura

Código Libristo: 01567512

Editoras Springer, Berlin, dezembro 2001

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari... Descrição completa

Código Libristo: 01567512

263 b

107.88 €

Armazenamento externo Envio em 10-13 dias

Até 30 dias para devoluções

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The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Paris on June 28 to July 1, 2000, thus coinciding in time with the centenary of the thesis defence of Louis Bachelier. In his thesis Bachelier introduced Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options, and this is widely considered the keystone for the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included 2 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 3 parallel sessions, all well attended by the over 500 participants who registered from all continents.