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Louis Bachelier
Results: 18

#	Item
1	LabEx LOUIS BACHELIER Finance et croissance durable au service de la recherche en économie et finance Add to Reading List 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: Add to Reading List 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 Add to Reading List Source URL: www.academie-sciences.fr Language: French - Date: 2014-10-14 07:53:23
4	Time dependent Heston model E. Gobet Time dependent Heston model [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 16:47:44 Finance Mathematical sciences Equations Options Heston model Heston Louis Bachelier Black–Scholes Mathematical finance Stochastic processes Financial economics
5	Outline Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:04:29 Finance Portuguese people Louis Bachelier Pedro Nunes Barrier option Financial modeling Nunes Constant elasticity of variance model Geometric Brownian motion Options Financial economics Mathematical finance
6	Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353 LOUIS BACHELIER ∗ ´ ´ Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-08 15:36:44 Brownian motion Mathematical finance Stochastic differential equation Probability theory Markov chain Wiener process Statistics Stochastic processes Louis Bachelier
7	Optimal investment with inside information and parameter uncertainty[1] Michael Monoyios with Albina Danilova and Andrew Ng University of Oxford Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 15:38:54 Probability and statistics Insider trading Brownian motion Louis Bachelier Normal distribution Filtration Statistics Stochastic processes Mathematical analysis
8	On the non-linear relationship between default intensity and leverage Mathieu Boudreault, Geneviève Gauthier UQAM June 26th, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-15 12:55:16 Debt Basel II Financial risk Credit Default Credit risk Louis Bachelier Probability of default Université du Québec à Montréal Financial economics Finance Economics
9	Optimal Investment for Worst-Case Crash Scenarios A Martingale Approach Frank Thomas Seifried Department of Mathematics, University of Kaiserslautern Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:03:55 Mathematical finance Equations Black–Scholes Options Louis Bachelier Mathematical optimization Portfolio optimization Asset allocation Futures contract Financial economics Investment Finance
10	Monte Carlo Methods for American Options Swing Options The Forest Example and Future work Forest of Stochastic Trees: A New Method for Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 11:24:44 Probability and statistics Statistical randomness Mathematical finance Contract law Investment Stochastic Monte Carlo method Louis Bachelier Options Mathematics Financial economics