Mathematical Finance - Bachelier Congress 2000
Language: English
Published by Springer, 2001
Series: Book 6 of 53 - Springer Finance
- Hardcover
- New
Seller: Biblios, frankfurt am main, hessen, GermanyBiblios
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- Title
- Mathematical Finance - Bachelier Congress 2000
- Author
- Geman Helyette Madan Dilip Pliska Stanley
- Publisher
- Springer
- Publication year
- 2001
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 354067781X
- ISBN 13
- 9783540677819
- Series
- Book 6 of 53: Springer Finance
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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Biblios
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