Louis Bachelier's theory of speculation : the origins of modern finance /
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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés Francés |
Publicado: |
Princeton ; Oxford :
Princeton University Press,
©2006.
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Temas: | |
Acceso en línea: | Texto completo |
MARC
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082 | 0 | 4 | |a 332 |2 22 |
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100 | 1 | |a Bachelier, Louis, |d 1870-1946. | |
240 | 1 | 0 | |a Théorie de la spéculation. |l English & French |
245 | 1 | 0 | |a Louis Bachelier's theory of speculation : |b the origins of modern finance / |c translated and with commentary by Mark Davis and Alison Etheridge. |
260 | |a Princeton ; |a Oxford : |b Princeton University Press, |c ©2006. | ||
300 | |a 1 online resource (xv, 188 pages) : |b illustrations | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
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347 | |a text file |2 rdaft |0 http://rdaregistry.info/termList/fileType/1002 | ||
500 | |a Includes facsimile of Bachelier's original thesis. | ||
546 | |a Text in English and French. | ||
504 | |a Includes bibliographical references (pages 183-188). | ||
520 | |a 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. | ||
588 | 0 | |a Print version record. | |
505 | 0 | 0 | |l Ch. 1. |t Mathematics and finance |p P.1. |
505 | 0 | 0 | |l Ch. 2. |t Theorie de la Speculation |p P.15. |
505 | 0 | 0 | |l Ch. 3. |t From Bachelier to Kreps, Harrison and Pliska |p P.80. |
505 | 0 | 0 | |l Ch. 4. |t Facsimile of Bachelier's original thesis |p P.116. |
590 | |a JSTOR |b Books at JSTOR Evidence Based Acquisitions | ||
590 | |a JSTOR |b Books at JSTOR All Purchased | ||
590 | |a JSTOR |b Books at JSTOR Demand Driven Acquisitions (DDA) | ||
600 | 1 | 7 | |a Bachelier, Louis. |2 swd |
650 | 0 | |a Speculation |x Mathematical models. | |
650 | 0 | |a Finance |x Mathematical models. | |
650 | 6 | |a Spéculation |x Modèles mathématiques. | |
650 | 6 | |a Finances |x Modèles mathématiques. | |
650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
650 | 7 | |a MATHEMATICS |x Mathematical Analysis. |2 bisacsh | |
650 | 7 | |a Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
650 | 7 | |a Speculation |x Mathematical models. |2 fast |0 (OCoLC)fst01129146 | |
650 | 7 | |a Finanzmathematik |2 gnd | |
650 | 7 | |a Rezeption |2 gnd | |
650 | 7 | |a Spekulation |2 gnd | |
650 | 1 | 7 | |a Speculatie. |2 gtt |
648 | 7 | |a Geschichte 1900. |2 swd | |
653 | |a JSTOR-DDA | ||
653 | |a Multi-User. | ||
655 | 7 | |a Quelle. |2 swd | |
700 | 1 | |a Davis, Mark. | |
700 | 1 | |a Etheridge, Alison. | |
776 | 0 | 8 | |i Print version: |a Bachelier, Louis, b. 1870. |s Théorie de la spéculation. English & French. |t Louis Bachelier's theory of speculation. |d Princeton ; Oxford : Princeton University Press, ©2006 |z 9780691117522 |w (OCoLC)71780264 |
856 | 4 | 0 | |u https://jstor.uam.elogim.com/stable/10.2307/j.ctt7scn4 |z Texto completo |
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