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Author Bachelier, Louis, 1870-1946.

Title Louis Bachelier's theory of speculation [electronic resource] : the origins of modern finance / translated and with commentary by Mark Davis and Alison Etheridge.

Imprint Princeton ; Oxford : Princeton University Press, ©2006.

Item Status

Description 1 online resource (xv, 188 pages) : illustrations
Note Includes facsimile of Bachelier's original thesis.
Language Text in English and French.
Bibliography Includes bibliographical references (pages 183-188).
Summary 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.
Contents 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.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Bachelier, Louis, 1870- Theorie de la speculation.
Bachelier, Louis.
Speculation -- Mathematical models.
Finance -- Mathematical models.
Chronological Term Geschichte 1900.
Indexed Term JSTOR-DDA
Genre/Form Electronic books.
Electronic books.
Added Author Davis, Mark.
Etheridge, Alison.
Added Title Théorie de la spéculation. English & French
Other Form: Print version: Bachelier, Louis, b. 1870. Théorie de la spéculation. English & French. Louis Bachelier's theory of speculation. Princeton ; Oxford : Princeton University Press, ©2006 9780691117522 (OCoLC)71780264
ISBN 9781400829309 (electronic bk.)
1400829305 (electronic bk.)