Mathematical Finance - Bachelier Co - E-book

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Mathematical Finance - Bachelier Congress 2000 - ENG

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

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Sinopsis

ISBN:	9783662124291
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Aplicada
Año de publicación:	2013-11-11

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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