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The First Bachelier Colloquium
Besançon, March 2000.
The colloquium was organized on occasion of the centenary of the
Bachelier thesis "Théorie de la spéculation", the work which is
the foundation stone of the modern financial mathematics
and theory of stochastic processes.
The scientific and cultural programs were highly appreciated by
the participants. The colloquium was accompanied by a series of
manifestations including opening a commemorative plate on the wall
of the university building where Bachelier, the founding father of
stochastic calculus and mathematical finance, gave his lectures.
A street in Besançon was named after Bachelier. |
The Proo |
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The Second Bachelier Colloquium
Métabief, France, on January 9-15, 2005.
The meeting was dedicated to the outstanding mathematician, member of Russian Academy of Sciences, professor Albert Shiryaev, on the occasion of his 70th anniversary. He was the honorary guest of the meeting and gave a lecture course on optimal stopping problem.
The Proceedings of the 2nd Colloquium :
From Stochastic Calculus to Mathematical Finance.
The Shiryaev Festschrift. Springer-Verlag, 2006, 634 pp.
Eds: Kabanov Yu., Liptser R., Stoyanov J. |
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The Third Bachelier Colloquium
Métabief, France, on January 6-13, 2008.
The main topics of the colloquium were: financial markets
with transaction costs, dynamic risk measures, BSDEs in financial
problems, econometric approach to bank ratings, utility theory. |
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The Fourth Bachelier Colloquium
Métabief, France, on January 6-13, 2010.
The main topics of the colloquium were: financial markets
with transaction costs, mathematics of financial crisis, BSDEs in financial
problems, duality methods, stochastic control, optimal stopping. |
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The Fifth Bachelier Colloquium
Métabief, France, on January 16-23, 2011.
The main topics of the colloquium were: financial markets
with transaction costs, mathematics of financial crisis, BSDEs in financial
problems, duality methods, stochastic control, optimal stopping. |
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