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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 (Paperback, Softcover reprint of hardcover 1st ed. 2002) Loot Price: R2,718
Discovery Miles 27 180
Repayment Terms: R255 pm x 12*
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Mathematical Finance - Bachelier Congress 2000 - Selected Papers from the First World Congress of the Bachelier Finance...

Mathematical Finance - Bachelier Congress 2000 - Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000 (Paperback, Softcover reprint of hardcover 1st ed. 2002)

Helyette Geman, Dilip Madan, Stanley R. Pliska, Ton Vorst

Series: Springer Finance

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Loot Price R2,718 Discovery Miles 27 180 | Repayment Terms: R255 pm x 12*

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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. .

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Springer Finance
Release date: December 2010
First published: 2002
Editors: Helyette Geman • Dilip Madan • Stanley R. Pliska • Ton Vorst
Dimensions: 235 x 155 x 30mm (L x W x T)
Format: Paperback
Pages: 521
Edition: Softcover reprint of hardcover 1st ed. 2002
ISBN-13: 978-3-642-08729-5
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Optimization > Game theory
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LSN: 3-642-08729-9
Barcode: 9783642087295

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