Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000. Trends in Mathematics.

Kohlmann, Michael and Tang Shanjian:

ISBN 10: 3764365536 / ISBN 13: 9783764365530

Published by Birkhäuser Verlag;, 2001

About this Item

374 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 835.

Seller Inventory # 2279683

Bibliographic Details

• Title: Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000. Trends in Mathematics.
• Publisher: Birkhäuser Verlag
• Publication Date: 2001
• Language: English
• ISBN 10: 3764365536
• ISBN 13: 9783764365530
• Binding: gebundene Ausgabe
• Condition: Gut
• Weight: 835 grams
• Seller catalogs:
  • 200 Mathematik

About this title

Synopsis

In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger­ many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro­ gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.