http://www.bachelierfinance.org Welcome! Fri, 26 Feb 2010 16:02:22 +0000 http://backend.userland.com/rss092 en Join 2010 the Bachelier Finance Society Until 1999 membership in the Bachelier Finance Society has been free, but starting January 1, 1999, only persons who pay dues can be members. The dues are $30 for the year and there are several tangible benefits. Members are eligible for reduced-rate subscriptions for several ... http://www.bachelierfinance.org/test/membership-2010.html Join 2010 the Bachelier Finance Society Until 1999 membership in the Bachelier Finance Society has been free, but starting January 1, 1999, only persons who pay dues can be members. The dues are $30 for the year and there are several tangible benefits. Members are eligible for reduced-rate subscriptions for several ... http://www.bachelierfinance.org/membership/membership2010.html Mathematical Finance (Wiley-Blackwell) Applied Mathematical Finance (Taylor & Francis Group) Finance and Stochastics (Springer) Quantitative Finance (Taylor & Francis Group) IIE Transactions (Taylor & Francis Group) The Journal of Computational Finance (Incisive Media) The Journal of Risk (Incisive Media) The Journal of Credit Risk (Incisive Media) The Journal of Operational Risk (Incisive Media) http://www.bachelierfinance.org/journals/journals.html The Bachelier Finance Society came into being in June 1996 by the initiative of a group of mathematical finance researchers who found the need of an organization where academia and practitioners could meet and exchange ideas. The aim of the Bachelier Finance Society is, through international contacts, the advancement ... http://www.bachelierfinance.org/society/bachelier-finance-society.html Richard Flavell, Swaps and Other Derivatives, 2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13:9780470721919 Paul P. Wilmott, Frequently Asked Questions in Quantitative Finance, 2nd Edition, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470748756 Wim Schoutens, Jessica Cariboni, Levy Processes in Credit Risk, John Wiley & Sons, Inc. (2009), ISBN-13: 9780470743065 Shayne ... http://www.bachelierfinance.org/books/new-books-dec-08.html Sixth World Congress of the Bachelier Finance Society in Toronto, Ontario, Canada (2010) June 22–26, 2010 Fifth World Congress of the Bachelier Finance Society, London, United Kingdom (2008) July 15–19, 2008 Mark Davis and Lane Hughston, Organizers Fourth World Congress of the Bachelier Finance Society in Tokyo, Japan (2006) August 17–20, 2006 Ryozo Miura, Head of the ... http://www.bachelierfinance.org/society/congresses-and-conferences-about-mathematical-finance.html The Executive Committee consists until December 2011 of     President Tomas Björk Department of Finance Stockholm School of Economics P.O. Box 6501, SE-11383 Stockholm Sweden Vice-President Nizar Touzi Centre de Mathématiques Appliquées Ecole Polytechnique UMR CNRS 7641 91128 Palaiseau Cedex France Tel. +46-8-736-9162 Tel. +33-(0)1-69-33-46-12 Fax +46-8-312-327 Fax +33-(0)1-69-33-30-11 e-mail Tomas.Bjork @ hhs.se e-mail touzi @ ensae.fr   Executive Secretary Ernst Eberlein Department of Mathematical Stochastics University of Freiburg Eckerstr. 1 D-79104 Freiburg i. Br. Germany Treasurer Peter Carr Quantitative Research Bloomberg LP 731 Lexington Avenue New York, NY 10022 USA Tel. +49-761-203-5660 Tel. +1-212-617-5056 Fax +49-761-203-5661 Fax +1-917-369-5629 e-mail eberlein ... http://www.bachelierfinance.org/society/the-committee.html Statutes of the Bachelier Finance Society Objective of the Bachelier Finance Society The objective of the Bachelier Finance Society is, through international contacts, the advancement of the discipline of finance through the application of the theory of stochastic processes, statistics and mathematics. Activities will include: * seeking individuals and institutions who will organize international ... http://www.bachelierfinance.org/statutes/statutes.html Some publications on the remarkable life and work of Louis Bachelier (1870-1946), the founder of modern mathematical finance.   Books Louis Bachelier's Theory of Speculation, The Origins of Modern Finance Translated and with commentary by Mark Davis and Alison Etheridge, foreword by Paul A. Samuelson Princeton University Press (2006) ISBN: 978-0-691-11752-2 Louis Bachelier: Aux origines de la ... http://www.bachelierfinance.org/louis-bachelier/louis-bachelier.html