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Springer Finance

Mathematical Finance - Bachelier Congress 2000

Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Editors: Geman, H., Madan, D., Pliska, S., Vorst, T. (Eds.)

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Table of contents (22 chapters)

  • Bachelier and His Times: A Conversation with Bernard Bru

    Taqqu, Murad S.

    Pages 1-39

  • Modern Finance Theory Within One Lifetime

    Samuelson, Paul

    Pages 41-45

  • Future Possibilities in Finance Theory and Finance Practice

    Merton, Robert C.

    Pages 47-73

  • Brownian Motion and the General Diffusion: Scale & Clock

    McKean, Henry P.

    Pages 75-83

  • Rare Events, Large Deviations

    Varadhan, S. R. S.

    Pages 85-92

Buy this book

eBook $109.00
price for Brazil (gross)
  • ISBN 978-3-662-12429-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for Brazil
  • ISBN 978-3-540-67781-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for Brazil
  • ISBN 978-3-642-08729-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Mathematical Finance - Bachelier Congress 2000
Book Subtitle
Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
Editors
  • Helyette Geman
  • Dilip Madan
  • Stanley Pliska
  • Ton Vorst
Series Title
Springer Finance
Copyright
2002
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
The Editor(s) (if applicable) and The Author(s) 2018
eBook ISBN
978-3-662-12429-1
DOI
10.1007/978-3-662-12429-1
Hardcover ISBN
978-3-540-67781-9
Softcover ISBN
978-3-642-08729-5
Series ISSN
1616-0533
Edition Number
1
Number of Pages
X, 521
Topics