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Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstaz, Germany, October 5-7, 2000 (Trends in Mathematics) ePub download

by Workshop of the Mathematical Finance Research Project (2000 Konstanz,M. Kohlmann,Shanjian Tang

  • Author: Workshop of the Mathematical Finance Research Project (2000 Konstanz,M. Kohlmann,Shanjian Tang
  • ISBN: 0817665536
  • ISBN13: 978-0817665531
  • ePub: 1536 kb | FB2: 1838 kb
  • Language: English
  • Category: Finance
  • Publisher: Birkhauser (May 2001)
  • Pages: 374
  • Rating: 4.1/5
  • Votes: 502
  • Format: doc docx mobi rtf
Mathematical Finance: Workshop of the Mathematical Finance Research Project, Konstaz, Germany, October 5-7, 2000 (Trends in Mathematics) ePub download

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Mathematical Finance book. On this remarkable anniversary the workshop on mathematical finance held at the University of Konstanz brought together practitioners, economists and mathematicians to discuss the state of the art. Apart from contributions to the known discrete, Brownian, and Levy process models, first attempts to describe a market in a reasonable way by a fractional Brownian motion model are presented, opening many new aspects for practitioners and new problems for mathematicians.

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978-O-8176-6553-1 (O-8176-6553-6). M. Kohlmann · Shanjian Tang.

Michael Kohlmann, Tang Shanjian. 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.

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