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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

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Date
2002
Publisher
Springer-Verlag
Publishing date
2002
ISBN:
3-540-67781-X
Collection title
Springer finance
Dewey
Economie financière
Sujet
Marchés à terme d'instruments financiers; mathematical finance; financial markets
JEL code
G1
URI
https://basepub.dauphine.fr/handle/123456789/3569
Collections
  • DRM : Publications
Metadata
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Author
Geman, Hélyette
Madan, Dilip B.
Pliska, Syanley R.
Type
Ouvrage
Item number of pages
521
Abstract (EN)
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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