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Louis Bachelier and the Origins of Stochastic Finance

by

Andrew Barnes
GE Global Research

October 15, 2012
5 pm
Bailey Hall 207

Refreshments will be served in Bailey Hall 204 at 4:45


Abstract:

This talk aims to introduce the topic of Brownian Motion and its connections with mathematical finance. The talk will have an interdisciplinary flavor, drawing connections between mathematics, physics, biology and finance. It will also be partially historical, drawing on the biography of Louis Bachelier and his seminal contributions to the mathematics of Brownian Motion and finance. Brownian Motion is a deeply technical and profound mathematical discipline, but this talk will aim to provide an impressionistic overview of the area, without getting bogged down in excessive technicalities. An objective of the talk is to whet the audience's appetite, see why this is such an exciting area (both in terms of mathematical aesthetics and practical utility), and provide pointers for further study.


For additional information, send e-mail to math@union.edu or call (518) 388-6246.
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