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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)

by Helyette Geman (Editor), Dilip Madan (Editor), Stanley R. Pliska (Editor), Ton Vorst (Editor) "M.T. : It took nearly a century for the importance of Louis Bachelier's contributions to be recognized ..." (more)

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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
Average Customer Review: No customer reviews yet. Be the first.
Amazon.co.uk Sales Rank: 1,278,846 in Books (See Bestsellers in Books)

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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.

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