Mathematical Finance - Bachelier Congress 2000数学财政：会议录 夸克云 docx snb kindle pdf 网盘 azw3 下载

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。

Bachelier and His Times: A Conversation with Bernard Bru

Modern Finance Theory Within One Lifetime

Future Possibilities in Finance Theory and Finance Practice

Brownian Motion and the General Diffusion: Scale & Clock

Rare Events, Large Deviations

Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation

On the Term Structure of Futures and Forward Prices

Displaced and Mixture Diffusions for Analytically-Tractable Smile Models

The Theory of Good-Deal Pricing in Financial Markets

Spread Option Valuation and the Fast Fourier Transform

The Law of Geometric Brownian Motion and its Integral, Revisited; Application to Conditional Moments

The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Using the Hull and White Two-Factor Model in Bank Treasury Risk Management

Default Risk and Hazard Process

Utility-Based Derivative Pricing in Incomplete Markets

Pricing Credit Derivatives in Credit Classes Frameworks

An Autoregressive Conditional Binomial Option Pricing Model

Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates

Theory and Calibration of HJM with Shape Factors

Optimal Investment in Incomplete Financial Markets

Evaluating Investments in Disruptive Technologies

Quickest Detection Problems in the Technical Analysis of the Financial Data

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