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Author Bachelier, Louis, 1870-1946.

Title Louis Bachelier's theory of speculation : the origins of modern finance / translated and with commentary by Mark Davis and Alison Etheridge
Published Princeton, NJ. ; Oxford : Princeton University Press, [2006]


Location Call no. Vol. Availability
 MELB  332.0151 Bac/Lbt  AVAILABLE
Description xv, 188 pages : illustrations ; 24 cm
Contents 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
Notes Includes facsimile of Bachelier's original thesis
Bibliography Includes bibliographical references (pages 183-188)
Notes Text in English and French
Subject Bachelier, Louis, 1870-1946. Théorie de la spéculation
Speculation -- Mathematical models.
Finance -- Mathematical models.
Author Davis, M. H. A.
Etheridge, Alison.
ISBN 9780691117522
Other Titles Théorie de la spéculation. English & French
Théorie de la spéculation