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 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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Detalles Bibliográficos
Autor principal: Bachelier, Louis, 1870-1946
Otros Autores: Etheridge, Alison, Davis, Mark
Formato: Electrónico eBook
Idioma:Inglés
Francés
Publicado: Oxford : Princeton University Press, 2006.
Colección:Book collections on Project MUSE.
Temas:
Bachelier, Louis.
Speculatie.
Spekulation
Rezeption
Finanzmathematik
Speculation > Mathematical models.
Finance > Mathematical models.
MATHEMATICS > Mathematical Analysis.
BUSINESS & ECONOMICS > Finance.
Finances > Modeles mathematiques.
Speculation > Modeles mathematiques.
Quelle.
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Ch. 1. Mathematics and finance
  • Ch. 2. Theorie de la Speculation
  • Ch. 3. From Bachelier to Kreps, Harrison and Pliska
  • Ch. 4. Facsimile of Bachelier's original thesis

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