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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 ; Oxford : Princeton University Press, [2006]
Online access available from:
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Description 1 online resource (xv, 188 pages) : illustrations
Contents Ch. 1. Mathematics and finance. P.1
Ch. 2. Theorie de la Speculation. P.15
lCh. 3. From Bachelier to Kreps, Harrison and Pliska P.80
Ch. 4. Facsimile of Bachelier's original thesis. P.116
Summary 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
Analysis JSTOR-DDA
Notes Includes facsimile of Bachelier's original thesis
Bibliography Includes bibliographical references (pages 183-188)
Notes Text in English and French
Print version record
Subject Finance -- Mathematical models.
Speculation -- Mathematical models.
Form Electronic book
Author Davis, Mark.
Etheridge, Alison.
LC no. 2006928917
ISBN 1400829305 (electronic bk.)
9781400829309 (electronic bk.)
Other Titles Théorie de la spéculation. English & French