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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 Theorie de la Speculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually considere...
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés Francés |
| Publicado: |
Oxford :
Princeton University Press,
2006.
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| Colección: | Book collections on Project MUSE.
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| Temas: | |
| Acceso en línea: | Texto completo |
| 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 Theorie de la Speculation 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. |
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| Notas: | Includes facsimile of Bachelier's original thesis. |
| Descripción Física: | 1 online resource (192 pages): illustrations |
| ISBN: | 9781400829309 |