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.ou
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on a...
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the ...
in book series Lecture Notes in Mathematics Volume 1847, 2004This is the fourth volume of the Paris...
The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...
Louis Bachelier defended his thesis “Theory of Speculation ” in 1900. He used Brownian motion as a m...
Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a mo...
12/11/2014, 17h-19h : Mark Davis, Professor of Mathematics at Imperial College London. Abstract Loui...
Louis Bachelier defended his thesis "Theory of Speculation" in 1900. He used Brownian moti...
This seminar paper deals with historical development of the way we view the hustle and bustle of eve...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on a...
It is nowadays well-known that the first publication about the random character of stock market pric...
The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cu...
URL des Documents de travail : https://centredeconomiesorbonne.cnrs.fr/publications/Documents de tra...
A socio-economic interpretation of louis bachelier : the theory of speculation and le havre’s tradin...
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this ...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on a...
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the ...
in book series Lecture Notes in Mathematics Volume 1847, 2004This is the fourth volume of the Paris...
The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...
Louis Bachelier defended his thesis “Theory of Speculation ” in 1900. He used Brownian motion as a m...
Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a mo...
12/11/2014, 17h-19h : Mark Davis, Professor of Mathematics at Imperial College London. Abstract Loui...
Louis Bachelier defended his thesis "Theory of Speculation" in 1900. He used Brownian moti...
This seminar paper deals with historical development of the way we view the hustle and bustle of eve...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on a...
It is nowadays well-known that the first publication about the random character of stock market pric...
The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cu...
URL des Documents de travail : https://centredeconomiesorbonne.cnrs.fr/publications/Documents de tra...
A socio-economic interpretation of louis bachelier : the theory of speculation and le havre’s tradin...
This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance. The goal of this ...
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on a...
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the ...
in book series Lecture Notes in Mathematics Volume 1847, 2004This is the fourth volume of the Paris...