Mathematical Finance - Bachelier Congress 2000

Mathematical Finance - Bachelier Congress 2000

Editorial Reviews
Book Description
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. Over 130 further selected talks were given in 3 parallel sessions, all well attended by the over 500 participants who registered from all continents.

Book Info
Selected Papers from the First World Congress of the Bachelier Finance Society, held June 29-July 1, 2000, Paris, France. 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.

Mathematical Finance - Bachelier Congress 2000,Helyette Geman,Dilip Madan,Stanley R. Pliska,Ton Vorst,Springer,354067781X,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Economics - General,Game Theory,General,Investments & Securities - Futures,Mathematical Economics,Mathematical Statistics,Probability & Statistics - General,Business & Economics / Finance

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