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Mathematical Finance, Bachelier Congress 2000

Language EnglishEnglish
Book Hardback
Book Mathematical Finance, Bachelier Congress 2000 Helyette Geman
Libristo code: 01567512
Publishers Springer, Berlin, December 2001
The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari... Full description
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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.

About the book

Full name Mathematical Finance, Bachelier Congress 2000
Author Helyette Geman, Dilip Madan, Stanley R. Pliska
Language English
Binding Book - Hardback
Date of issue 2001
Number of pages 521
EAN 9783540677819
ISBN 354067781X
Libristo code 01567512
Publishers Springer, Berlin
Weight 906
Dimensions 152 x 229 x 34

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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