Mathematical Finance - Bachelier Congress 2000 Book

	Bachelier and His Times: A Conversation with Bernard Bru	1
	Modern Finance Theory Within One Lifetime	41
	Future Possibilities in Finance Theory and Finance Practice	47
	Brownian Motion and the General Diffusion: Scale & Clock	75
	Rare Events, Large Deviations	85
	Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation	93
	On the Term Structure of Futures and Forward Prices	111
	Displaced and Mixture Diffusions for Analytically-Tractable Smile Models	151
	The Theory of Good-Deal Pricing in Financial Markets	175
	Spread Option Valuation and the Fast Fourier Transform	203
	The Law of Geometric Brownian Motion and its Integral, Revisited; Application to Conditional Moments	221
	The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures	245
	Using the Hull and White Two-Factor Model in Bank Treasury Risk Management	269
	Default Risk and Hazard Process	281
	Utility-Based Derivative Pricing in Incomplete Markets	313
	Pricing Credit Derivatives in Credit Classes Frameworks	339
	An Autoregressive Conditional Binomial Option Pricing Model	353
	Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates	375
	Theory and Calibration of HJM with Shape Factors	407
	Optimal Investment in Incomplete Financial Markets	427
	Evaluating Investments in Disruptive Technologies	463
	Quickest Detection Problems in the Technical Analysis of the Financial Data	487