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Mathematical Finance. Bachelier Congress 2000.

Helyette Geman, Dilip Madan, Stanley R. Plishka & Ton Vorst (Eds.)

Springer

This is a book consisting of a selected papers presented at the 1st World Congress in Paris on June 28 to July 1, 2000, by the Bachelier Society for Mathematical Finance, coinciding with the centenary of the thesis defence of Louis Bachelier.

This book is intended for those already with a broad and indepth knowledge of the subject of mathematical finance that would like to use the book for reference purposes. Also useful for anyone of the over 500 participants who attended the talks and would like something to remember the event by.

The material is structured such that it serves as a historic overview of the most significant developments of the financial mathematics - starting from Bachelier's early work using Brownian motion as a tool to study financial markets, to current theories and applications.

Not suitable for those with little or no knowledge of the field.

Reviewed by Alessio Farhadi. Click here to buy this book at Amazon.co.uk.

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