Wim Schoutens

Dilip Madan

A comprehensive introduction to the brand new theory of conic finance, offering a quantitative and practical approach.

Applied Conic Finance

The Existence and Uniqueness of the Solutions to the Gravity Model

Helyette Geman

Stanley R. Pliska

Ton Vorst

The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis defence. In his thesis Bachelier introduces Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options. The thesis is viewed by many the key event that marked the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included two Nobel laureates, Paul Samuelson and Robert Merton, and the mathematicians Henry McKean and S.R.S. Varadhan. Over 130 further selected talks were given in three parallel sessions. .

Dilip Madan

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