Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000 (Springer Finance) [Hardcover]

Helyette Geman (Editor), Dilip Madan (Editor), Stanley R. Pliska (Editor), Ton Vorst (Editor)

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Product details

Hardcover: 521 pages
Publisher: Springer (4 Dec 2001)
Language German
ISBN-10: 354067781X
ISBN-13: 978-3540677819
Product Dimensions: 23.6 x 16.5 x 3.3 cm
Amazon Bestsellers Rank: 2,489,904 in Books (See Top 100 in Books)

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Product Description

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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M.T. : It took nearly a century for the importance of Louis Bachelier's contributions to be recognized. Read the first page

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