Mathematical finance: Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2002
|
| Schriftenreihe: | Springer finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 521 S. graph. Darst. |
| ISBN: | 354067781X |
Internformat
MARC
| LEADER | 00000nam a22000008c 4500 | ||
|---|---|---|---|
| 001 | BV013865479 | ||
| 003 | DE-604 | ||
| 005 | 20031025 | ||
| 007 | t | ||
| 008 | 010807s2002 gw d||| |||| 10||| eng d | ||
| 016 | 7 | |a 962024457 |2 DE-101 | |
| 020 | |a 354067781X |9 3-540-67781-X | ||
| 035 | |a (OCoLC)47791042 | ||
| 035 | |a (DE-599)BVBBV013865479 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-703 |a DE-473 |a DE-N2 |a DE-29T |a DE-19 |a DE-91G |a DE-188 | ||
| 050 | 0 | |a HG6024.3 | |
| 082 | 0 | |a 332.64/5 |2 21 | |
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a MAT 902f |2 stub | ||
| 084 | |a WIR 522f |2 stub | ||
| 245 | 1 | 0 | |a Mathematical finance |b Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |c Helyette Geman ... (ed.) |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2002 | |
| 300 | |a X, 521 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Springer finance | |
| 650 | 7 | |a Brownianisme |2 gtt | |
| 650 | 7 | |a Futures |2 gtt | |
| 650 | 7 | |a Marché financier |2 rasuqam | |
| 650 | 7 | |a Marché à terme d'instruments financiers |2 rasuqam | |
| 650 | 7 | |a Mathématique financière |2 rasuqam | |
| 650 | 7 | |a Opties |2 gtt | |
| 650 | 7 | |a Speculatie |2 gtt | |
| 650 | 7 | |a Spéculation |2 rasuqam | |
| 650 | 7 | |a Waarschijnlijkheidstheorie |2 gtt | |
| 650 | 7 | |a Wiskundige modellen |2 gtt | |
| 650 | 4 | |a Brownian motion processes |v Congresses | |
| 650 | 4 | |a Financial futures |v Congresses | |
| 650 | 4 | |a Speculation |v Congresses | |
| 650 | 0 | 7 | |a Zinsänderungsrisiko |0 (DE-588)4067851-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzinnovation |0 (DE-588)4124975-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzierungstheorie |0 (DE-588)4154418-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |y 2000 |z Paris |2 gnd-content | |
| 689 | 0 | 0 | |a Kreditmarkt |0 (DE-588)4073788-3 |D s |
| 689 | 0 | 1 | |a Finanzierungstheorie |0 (DE-588)4154418-3 |D s |
| 689 | 0 | |5 DE-188 | |
| 689 | 1 | 0 | |a Finanzinnovation |0 (DE-588)4124975-6 |D s |
| 689 | 1 | 1 | |a Zinsänderungsrisiko |0 (DE-588)4067851-9 |D s |
| 689 | 1 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 1 | |5 DE-188 | |
| 700 | 1 | |a Geman, Hélyette |e Sonstige |4 oth | |
| 710 | 2 | |a Bachelier Finance Society |e Sonstige |0 (DE-588)10024337-X |4 oth | |
| 856 | 4 | 2 | |m Digitalisierung TU Muenchen |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009484262&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009484262 | ||
Datensatz im Suchindex
| _version_ | 1804128700518629376 |
|---|---|
| adam_text | Table
of
Contents
Bachelier
and His
Times: A Conversation
with
Bernard Bru
............ 1
M.S. Taqqu
Modem Finance
Theory Within One Lifetime
...........................
Ąl
P.
Samuelson
Future Possibilities in Finance Theory and Finance Practice
............
Ą7
R.C. Merton
Brownian Motion and the General Diffusion: Scale
&
Clock
............. 75
H.P. McKean
Rare Events, Large Deviations
.......................................... 85
S.R.S.
Varadhan
Conquering the Greeks in Monte Carlo: Efficient Calculation
of the Market Sensitivities and Hedge-Ratios of Financial Assets
by Direct Numerical Simulation
........................................ 93
M.
Avellaneda,
R.
Gamba
On the Term Structure of Futures and Forward Prices
..................
Ill
T. Björk, C.
Landen
Displaced and Mixture
Diffusions
for Analytically-Tractable Smile Models
.................................151
D.
Brigo,
F.
Mercurio
The Theory of Good-Deal Pricing in Financial Markets
.................175
A. Černý, S.
Hodges
Spread Option Valuation and the Fast Fourier Transform
...............203
M.A.H. Dempster, S.S.G. Hong
The Law of Geometric Brownian Motion and its Integral, Revisited;
Application to Conditional Moments
....................................221
C.
Donati-Martin,
H. Matsumoto, M. Yor
X Table of Contents
The Generalized Hyperbolic Model: Financial Derivatives
and Risk Measures
.....................................................245
E. Eberlein, K. Prause
Using the Hull and White Two-Factor Model
in Bank Treasury Risk Management
....................................269
R.J. Elliott, J. Van
der Hoek
Default Risk and Hazard Process
.......................................281
M. Jeanblanc, M. Rutkowski
Utility-Based Derivative Pricing in Incomplete Markets
.................313
J. Kallsen
Pricing Credit Derivatives in Credit Classes Frameworks
................339
F. Moraux, P.
Navatte
An
Autoregressive
Conditional Binomial Option Pricing Model
..........353
J.-L. Prigent, O. Renault, O. Scaillet
Markov Chains and the Potential Approach to Modelling Interest Rates
and Exchange Rates
....................................................375
L.C.G. Rogers, F.A. Yousaf
Theory and Calibration of HJM with Shape Factors
.....................407
A. Roncoroni, P. Guiotto
Optimal Investment in Incomplete Financial Markets
...................427
W.
Schachermayer
Evaluating Investments in Disruptive Technologies
......................463
E. Schwartz, C. Zozaya-Gorostiza
Quickest Detection Problems in the Technical Analysis
of the Financial Data
...................................................487
A. Shiryaev
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV013865479 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.3 |
| callnumber-search | HG6024.3 |
| callnumber-sort | HG 46024.3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QP 890 |
| classification_tum | MAT 902f WIR 522f |
| ctrlnum | (OCoLC)47791042 (DE-599)BVBBV013865479 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02756nam a22006858c 4500</leader><controlfield tag="001">BV013865479</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20031025 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010807s2002 gw d||| |||| 10||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">962024457</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">354067781X</subfield><subfield code="9">3-540-67781-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)47791042</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013865479</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 902f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 522f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Mathematical finance</subfield><subfield code="b">Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000</subfield><subfield code="c">Helyette Geman ... (ed.)</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 521 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer finance</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Brownianisme</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Futures</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Marché financier</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Marché à terme d'instruments financiers</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mathématique financière</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Opties</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Speculatie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Spéculation</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Waarschijnlijkheidstheorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Wiskundige modellen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Brownian motion processes</subfield><subfield code="v">Congresses</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial futures</subfield><subfield code="v">Congresses</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Speculation</subfield><subfield code="v">Congresses</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsänderungsrisiko</subfield><subfield code="0">(DE-588)4067851-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzierungstheorie</subfield><subfield code="0">(DE-588)4154418-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="y">2000</subfield><subfield code="z">Paris</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="0">(DE-588)4073788-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzierungstheorie</subfield><subfield code="0">(DE-588)4154418-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Finanzinnovation</subfield><subfield code="0">(DE-588)4124975-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Zinsänderungsrisiko</subfield><subfield code="0">(DE-588)4067851-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Geman, Hélyette</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="710" ind1="2" ind2=" "><subfield code="a">Bachelier Finance Society</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)10024337-X</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung TU Muenchen</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009484262&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009484262</subfield></datafield></record></collection> |
| genre | (DE-588)1071861417 Konferenzschrift 2000 Paris gnd-content |
| genre_facet | Konferenzschrift 2000 Paris |
| id | DE-604.BV013865479 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:53:25Z |
| institution | BVB |
| institution_GND | (DE-588)10024337-X |
| isbn | 354067781X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009484262 |
| oclc_num | 47791042 |
| open_access_boolean | |
| owner | DE-703 DE-473 DE-BY-UBG DE-N2 DE-29T DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-188 |
| owner_facet | DE-703 DE-473 DE-BY-UBG DE-N2 DE-29T DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-188 |
| physical | X, 521 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance |
| spelling | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) Berlin [u.a.] Springer 2002 X, 521 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd rswk-swf Finanzinnovation (DE-588)4124975-6 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2000 Paris gnd-content Kreditmarkt (DE-588)4073788-3 s Finanzierungstheorie (DE-588)4154418-3 s DE-188 Finanzinnovation (DE-588)4124975-6 s Zinsänderungsrisiko (DE-588)4067851-9 s Finanzmathematik (DE-588)4017195-4 s Geman, Hélyette Sonstige oth Bachelier Finance Society Sonstige (DE-588)10024337-X oth Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009484262&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd Finanzinnovation (DE-588)4124975-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4067851-9 (DE-588)4124975-6 (DE-588)4073788-3 (DE-588)4154418-3 (DE-588)4017195-4 (DE-588)1071861417 |
| title | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_auth | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_exact_search | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| title_full | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_fullStr | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_full_unstemmed | Mathematical finance Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 Helyette Geman ... (ed.) |
| title_short | Mathematical finance |
| title_sort | mathematical finance bachelier congress 2000 selected papers from the first world congress of the bachelier finance society paris june 29 july 1 2000 |
| title_sub | Bachelier Congress, 2000, selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 |
| topic | Brownianisme gtt Futures gtt Marché financier rasuqam Marché à terme d'instruments financiers rasuqam Mathématique financière rasuqam Opties gtt Speculatie gtt Spéculation rasuqam Waarschijnlijkheidstheorie gtt Wiskundige modellen gtt Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko (DE-588)4067851-9 gnd Finanzinnovation (DE-588)4124975-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Brownianisme Futures Marché financier Marché à terme d'instruments financiers Mathématique financière Opties Speculatie Spéculation Waarschijnlijkheidstheorie Wiskundige modellen Brownian motion processes Congresses Financial futures Congresses Speculation Congresses Zinsänderungsrisiko Finanzinnovation Kreditmarkt Finanzierungstheorie Finanzmathematik Konferenzschrift 2000 Paris |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009484262&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT gemanhelyette mathematicalfinancebacheliercongress2000selectedpapersfromthefirstworldcongressofthebachelierfinancesocietyparisjune29july12000 AT bachelierfinancesociety mathematicalfinancebacheliercongress2000selectedpapersfromthefirstworldcongressofthebachelierfinancesocietyparisjune29july12000 |