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Könyv Mathematical Finance Michael Kohlmann

Mathematical Finance

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

Szerző: Michael Kohlmann, Tang Shanjian
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Birkhauser Verlag AG
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
58 073 Ft
In the centenary year of the publication of Bachelier's thesis, what today is considered as the foun...

Információk a könyvről

Szerző
Michael Kohlmann, Tang Shanjian
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2001
oldal
374
EAN
9783764365530
ISBN
3764365536
Enbook ID
05289195
Kiadó
Birkhauser Verlag AG
Súly
1560
Méretek
155 x 235 x 25

Teljes leírás

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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