Louis Bachelier's theory of speculation: the origins of modern finance
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Bibliographische Detailangaben
1. Verfasser: Bachelier, Louis (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
French
Veröffentlicht: Princeton Princeton University Press ©2006
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Includes facsimile of Bachelier's original thesis
Includes bibliographical references (pages 183-188)
March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended his thesis Théorie de la Spéculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually considered by our candidates," appreciated its high degree of originality. This book provides a new translation, with commentary and background, of Bachelier's seminal work. Bachelier's thesis is a remarkable document on two counts. In mathematical terms Bachelier's achievement was to introduce many of the concep
Ch. 1 - Mathematics and finance - P.1
Ch. 2 - Theorie de la Speculation - P.15
Ch. 3 - From Bachelier to Kreps, Harrison and Pliska - P.80
Ch. 4 - Facsimile of Bachelier's original thesis - P.116
Beschreibung:1 Online-Ressource (xv, 188 pages)
ISBN:9781400829309
1400829305
9780691117522
0691117527

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