Louis Bachelier's theory of speculation : the origins of modern finance /

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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 conside...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bachelier, Louis, 1870-1946
Otros Autores: Davis, Mark, Etheridge, Alison
Formato: Electrónico eBook
Idioma:Inglés
Francés
Publicado: Princeton ; Oxford : Princeton University Press, ©2006.
Temas:
Bachelier, Louis.
Geschichte 1900.
Speculation > Mathematical models.
Finance > Mathematical models.
Spéculation > Modèles mathématiques.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
MATHEMATICS > Mathematical Analysis.
Finance > Mathematical models
Speculation > Mathematical models
Finanzmathematik
Rezeption
Spekulation
Speculatie.
JSTOR-DDA
Multi-User.
Quelle.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Mathematics and finance
  • Theorie de la Speculation
  • From Bachelier to Kreps, Harrison and Pliska
  • Facsimile of Bachelier's original thesis

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