Vocation : Science : Mathematics/ Statistics

Louis_Bachelier

Louis Jean-Baptiste Alphonse Bachelier (French: [baʃəlje]; 11 March 1870 – 28 April 1946) was a French mathematician at the turn of the 20th century. He is credited with being the first person to model the stochastic process now called Brownian motion, as part of his doctoral thesis The Theory of Speculation (Théorie de la spéculation, defended in 1900).
Bachelier's doctoral thesis, which introduced the first mathematical model of Brownian motion and its use for valuing stock options, was the first paper to use advanced mathematics in the study of finance. His Bachelier model has been influential in the development of other widely used models, including the Black-Scholes model.
Bachelier is considered as the forefather of mathematical finance and a pioneer in the study of stochastic processes.

Giovanni_Sansone

Giovanni Sansone (24 May 1888 – 13 October 1979) was an Italian mathematician, known for his works on mathematical analysis, on the theory of orthogonal functions and on the theory of ordinary differential equations.He was an Invited Speaker of the ICM in Bologna in 1928.

Charles_Riquier

Charles Edmond Alfred Riquier (19 November 1853, Amiens – 17 January 1929, Caen) was a French mathematician.Riquier matriculated in 1873 at the École Normale Supérieure (ENS) where he received his agrégé in mathematics in 1876. He taught from 1876 to 1878 at the Lycée de Brest and then from 1878 to 1886 at the Lycée de Caen and from 1886 to 1924 at the Université de Caen, where he retired as a professor emeritus.
After a brief leave of absence from the Lycée de Caen, Riquier received his doctorate in mathematics in 1886 from ENS at Paris with dissertation Extension à l’hyperespace de la méthode de M. Carl Neumann pour la résolution de problèmes relatifs aux fonctions de variables réelles à laplacien nul. His thesis committee consisted of Hermite (as chair), Darboux, and Picard.In 1910 he was awarded the Poncelet Prize. In 1920 he was elected to the French Academy of Sciences as the successor to Hieronymus Zeuthen. (Eugène Fabry was elected Riquier's successor in 1931.)
Riquier, Maurice Janet, Joseph Miller Thomas, Joseph Fels Ritt, and Ellis Kolchin were among the greatest pioneers of differential algebra and symbolic computation for systems of partial differential equations.

Edward_O._Thorp

Edward Oakley Thorp (born August 14, 1932) is an American mathematics professor, author, hedge fund manager, and blackjack researcher. He pioneered the modern applications of probability theory, including the harnessing of very small correlations for reliable financial gain.
Thorp is the author of Beat the Dealer, which mathematically proved that the house advantage in blackjack could be overcome by card counting. He also developed and applied effective hedge fund techniques in the financial markets, and collaborated with Claude Shannon in creating the first wearable computer.Thorp received his Ph.D. in mathematics from the University of California, Los Angeles in 1958, and worked at the Massachusetts Institute of Technology (MIT) from 1959 to 1961. He was a professor of mathematics from 1961 to 1965 at New Mexico State University, and then joined the University of California, Irvine where he was a professor of mathematics from 1965 to 1977 and a professor of mathematics and finance from 1977 to 1982.