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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1,

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

Geman, Helyette
Madan, Dilip
Pliska, Stanley R.

Hardcover

Series: Springer Finance

Investing & FinanceGeneral Mathematics

ISBN10: 354067781X
ISBN13: 9783540677819
Publisher: Springer Nature
Published: Dec 4 2001
Pages: 521
Weight: 2.11
Height: 1.38 Width: 6.00 Depth: 9.00
Language: English
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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