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Книга Mathematical Finance Michael Kohlmann

Mathematical Finance

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

Автор: Michael Kohlmann, Tang Shanjian
Език: Английски език
Корици: С твърди корици
Издател: Birkhauser Verlag AG
Наличност: Външен склад
Изпращаме след 10-13 дни
157.67 € 308.37 лв
In the centenary year of the publication of Bachelier's thesis, what today is considered as the foun...

Информация за книгата

Автор
Michael Kohlmann, Tang Shanjian
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2001
страници
374
EAN
9783764365530
ISBN
3764365536
Enbook ID
05289195
Издател
Birkhauser Verlag AG
Теглоt
1560
Размери
155 x 235 x 25

Пълно описание

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.

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