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.
Finanzmathematik
Rezeption
Spekulation
Speculatie.
JSTOR-DDA
Multi-User.
Quelle.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Notas:Includes facsimile of Bachelier's original thesis.
Descripción Física:1 online resource (xv, 188 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 183-188).
ISBN:9781400829309
1400829305

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