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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 Theorie de la Speculation at the Sorbonne. The jury, while noting that the topic was "far away from those usually conside...

Пълно описание

Основен автор: Bachelier, Louis, 1870-1946.
Други автори: Davis, Mark., Etheridge, Alison.
Формат: Електронна книга
Език: English
French
Публикувано: Princeton ; Oxford : Princeton University Press, ℗♭2006.
Предмети:
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=295560
Подобни документи: Print version:: Louis Bachelier's theory of speculation.
Съдържание:
  • Ch. 1.
  • Mathematics and finance
  • P.1.
  • Ch. 2.
  • Theorie de la Speculation
  • P.15.
  • Ch. 3.
  • From Bachelier to Kreps, Harrison and Pliska
  • P.80.
  • Ch. 4.
  • Facsimile of Bachelier's original thesis
  • P.116.