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Mathematical Finance - Bachelier Congress 2000 [Hardcover]

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Item description for Mathematical Finance - Bachelier Congress 2000 by Helyette Geman...

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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Item Specifications...

Pages   521
Est. Packaging Dimensions:   Length: 9.3" Width: 6.5" Height: 1.3"
Weight:   1.85 lbs.
Binding  Hardcover
Release Date   Feb 5, 2002
Publisher   Springer
ISBN  354067781X  
ISBN13  9783540677819  

Availability  140 units.
Availability accurate as of Oct 24, 2016 09:35.
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More About Helyette Geman

Register your artisan biography and upload your photo! Helyette Geman is a Professor of Finance at the University Paris Dauphine and ESSEC Graduate Business School. She is a graduate of the Ecole Normale Superieure in mathematics, holds a Masters degree in theoretical physics and a PhD in mathematics from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne. Professor Geman has been a scientific advisor to a number of major energy companies for the last decade, covering the spectrum of oil, natural gas and electricity as well as agricultural commodities origination and trading. She was previously the head of Research and Development at Caisse des Depots. She has published more than 40 papers in major finance journals including the Journal of Finance, Mathematical Finance, Journal of Financial Economics, Journal of Banking and Finance and Journal of Business. She has also written a book entitled "Insurance and Weather Derivatives'," Professor Geman's research includes asset price modelling using jump-diffusions and Levy processes, commodity forward curve modelling and exotic option pricing for which she won the first prize of the Merrill Lynch Awards.

Helyette Geman has an academic affiliation as follows - University of Paris, France.

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