| Description |
1 online resource (xv, 188 pages) : illustrations |
| Contents |
Ch. 1. Mathematics and finance P.1 |
|
Ch. 2. Theorie de la Speculation P.15 |
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Ch. 3. From Bachelier to Kreps, Harrison and Pliska P.80 |
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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 |
|
Multi-User |
| 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 |
Bachelier, Louis. swd |
| Subject |
Speculation -- Mathematical models
|
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Finance -- Mathematical models.
|
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BUSINESS & ECONOMICS -- Finance.
|
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MATHEMATICS -- Mathematical Analysis.
|
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Finance -- Mathematical models
|
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Speculation -- Mathematical models
|
|
Finanzmathematik
|
|
Rezeption
|
|
Spekulation
|
|
Speculatie.
|
| Genre/Form |
Quelle.
|
| Form |
Electronic book
|
| Author |
Davis, Mark
|
|
Etheridge, Alison
|
| ISBN |
9781400829309 |
|
1400829305 |
|
