quarta-feira, outubro 22, 2008

Conexões - Savage, Bachelier e Samuelson

Mais uma da série conexões - a conexão entre Savage e a teoria de finanças:

One of Savage's indirect contributions was his discovery of the work of Louis Bachelier on stochastic models for asset prices and the mathematical theory of option pricing. Savage brought the work of Bachelier to the attention of Paul Samuelson. It was from Samuelson's subsequent writing that "random walk" (and subsequently Brownian motion) became fundamental to mathematical finance.

Já aproveitando, outra conexão importante:

During World War II, Savage served as chief "statistical" assistant to John von Neumann, the mathematician credited with building the first electronic computer.

1 Comments:

Anonymous Anônimo said...

Post pesado com tantos gigantes !!!

6:42 PM  

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