Mathematical Finance - Bachelier Congress 2000

From the contents:
- Paul Samuelson: Modern Finance Theory within One Lifetime.
- Robert C. Merton: Future Possibilities in Finance Theory and Finance Practice.
- Henry P. McKean: Brownian Motion and the General Diffusion: Scale & Clock.
- S.R.S. Varadhan: Rare Events, Large Deviations Marco Avellaneda/Roberta Gamba: Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation.
- Tomas Björk/Camilla Landén: On the Term Structure of Futures and Forward Prices.
- Damiano Brigo/Fabio Mercurio: Displaced and Mixture Diffusions for Analytically-Tractable Smile Models .
- Ales Cerny/Stewart Hodges: The Theory of Good-Deal Pricing in Financial Markets.
- Michael A.H. Dempster/S.S.G. Hong: Spread Option Valuation and the Fast Fourier Transform.
- Catherine Donati-Martin/Hiroyuki Matsumoto/Marc Yor: The Law of Geometric Brownian Motion and its Integral, revisited; Application to Conditional Moments.
- Ernst Eberlein/Karsten Prause: The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures.
- Paolo Guiotto/Andrea Roncoroni: Theory and Calibration of HJM with Shape Factors.
- Robert J. Elliott/John Van der Hoek: Using the Hull and White Two Factor Model in Bank Treasury Risk Management.
- Monique Jeanblanc/Marek Rutkowski: Default Risk and Hazard Process. - Jan Kallsen: Utility-Based Derivative Pricing in Incomplete Markets.
- Franck Moraux/Patrick Navatte: Pricing Credit Derivatives in Credit Classes Frameworks.
- J.L. Prigent/O. Renault/O. Scaillet: An Autoregressive Conditional Binomial Option Pricing Model. - L.C.G. Rogers/F.A. Yousaf: Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates.
- Walter Schachermayer: Optimal Investment in Incomplete Financial Markets.
- Eduardo Schwartz/Carlos Zozaya-Gorostiza: Evaluating Investments in Disruptive Technologies.
- Albert Shiryaev: Quickest Detection Problems.
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