Topics in the History of Financial Mathematics

Topics in the History of Financial Mathematics: Early Commerce To Chaos In Modern Stock Markets

The event looks at the development of mathematics in a commercial and financial context. Starting with early commerce, through to the development of double entry book keeping, (Amatino Manucci), development of accounting (Luca Pacioli), theory of speculation (Louis Bachelier), history of optimisation, cash and foreign exchange, Black Scholes option pricing models, chaos and misbehaviour of markets with interesting twists. The event is chaired by Michael Mainelli and Simon Gardiner. The emphasis is on the historical development of mathematical techniques. This event will be of interest to students of accountancy, actuarial sciences and financial mathematics; historians of mathematics and commerce; practising accountants, actuaries and academics, and interested members of the public.

This event was held by the British Society for the History of Mathematics jointly with Gresham College.