Louis Bachelier

Results: 18



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1

LabEx LOUIS BACHELIER Finance et croissance durable au service de la recherche en économie et finance

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Source URL: www.institutlouisbachelier.org

Language: French - Date: 2016-04-08 10:16:57
    2

    Bachelier: not the forgotten forerunner he has been depicted as An analysis of the dissemination of Louis Bachelier’s work in economics Franck Jovanovic! Abstract:

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    Source URL: benhur.teluq.uquebec.ca

    Language: English - Date: 2011-07-18 09:38:14
      3

      Projet Grande médaille et GP 2014_Grande médaille et GP 2006.qxd:18 PagePrix lOuis baCHelier De la FOnDatiOn natixis POur la

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      Source URL: www.academie-sciences.fr

      Language: French - Date: 2014-10-14 07:53:23
        4Finance / Mathematical sciences / Equations / Options / Heston model / Heston / Louis Bachelier / Black–Scholes / Mathematical finance / Stochastic processes / Financial economics

        Time dependent Heston model E. Gobet Time dependent Heston model [removed]

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-24 16:47:44
        5Finance / Portuguese people / Louis Bachelier / Pedro Nunes / Barrier option / Financial modeling / Nunes / Constant elasticity of variance model / Geometric Brownian motion / Options / Financial economics / Mathematical finance

        Outline Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-21 11:04:29
        6Brownian motion / Mathematical finance / Stochastic differential equation / Probability theory / Markov chain / Wiener process / Statistics / Stochastic processes / Louis Bachelier

        Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353 LOUIS BACHELIER ∗ ´ ´

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        Source URL: www-stat.wharton.upenn.edu

        Language: English - Date: 2013-12-08 15:36:44
        7Probability and statistics / Insider trading / Brownian motion / Louis Bachelier / Normal distribution / Filtration / Statistics / Stochastic processes / Mathematical analysis

        Optimal investment with inside information and parameter uncertainty[1] Michael Monoyios with Albina Danilova and Andrew Ng University of Oxford

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-19 15:38:54
        8Debt / Basel II / Financial risk / Credit / Default / Credit risk / Louis Bachelier / Probability of default / Université du Québec à Montréal / Financial economics / Finance / Economics

        On the non-linear relationship between default intensity and leverage Mathieu Boudreault, Geneviève Gauthier UQAM June 26th, 2010

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-15 12:55:16
        9Mathematical finance / Equations / Black–Scholes / Options / Louis Bachelier / Mathematical optimization / Portfolio optimization / Asset allocation / Futures contract / Financial economics / Investment / Finance

        Optimal Investment for Worst-Case Crash Scenarios A Martingale Approach Frank Thomas Seifried Department of Mathematics, University of Kaiserslautern

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-21 11:03:55
        10Probability and statistics / Statistical randomness / Mathematical finance / Contract law / Investment / Stochastic / Monte Carlo method / Louis Bachelier / Options / Mathematics / Financial economics

        Monte Carlo Methods for American Options Swing Options The Forest Example and Future work Forest of Stochastic Trees: A New Method for

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2010-06-24 11:24:44
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