Mathematical Finance : Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000

Tang Shanjian

ISBN 10: 3034895062 / ISBN 13: 9783034895064

Edité par Birkhäuser Basel, Springer Basel, 2012

A propos de cet article

Druck auf Anfrage Neuware - Printed after ordering - In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.

N° de réf. du vendeur 9783034895064

Détails bibliographiques

• Titre: Mathematical Finance : Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5-7, 2000
• Éditeur: Birkhäuser Basel, Springer Basel
• Date de parution: 2012
• Langue: anglais
• ISBN à 10 chiffres: 3034895062
• ISBN à 13 chiffres: 9783034895064
• Reliure: Taschenbuch
• État de l'article: Neu
• Dimensions: 235 L x 155 H x 21 P (en millimètres) 235 millimètres de largeur par 155 millimètres de hauteur par 21 millimètres de profondeur
• Poids: 575 grammes

A propos de ce titre

Synopsis

In the centenary year of the publication of Bachelier's thesis, what today is considered as the foundation of modern finance, we had the opportunity to invite experts in this relatively new field in mathematics to participate in a meeting at the University of Konstanz, Germany. This could be the place to consider the historical development, but as Professor Girlich presented a remarkable lecture on the past of what now is known as mathematical finance, we refer the reader to the article in this volume. Instead w etak e the opportunity to express our thanks to those colleagues who made this workshop possible: to Professor Sondermann, University of Bonn, Ger- many, who in a sense initiated the idea, to our friends Mark Davis, Robert Elliott, and Xun Yu Zhou, whose advices were extremely helpful in establishing the pro- gram of the conference, and to the invited lecturers Nicole EI Karoui, Ec khard Platen, and Stan Pliska for carefully preparing their lectures. Also w egratefully appreciate our students' help during the conference and Mrs Weisser's successful efforts in providing our guests with visa and hotel reservations. Last we should mention the students of the business department who organized a great conference dinner on Mainau island and who documented the meeting in a lot of photos. Finally we thank our wives Evi and Jie for giving us leave from home (-v.ork) to organize the conference.