Louis Bachelier's Theory of Speculation
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 concepts of what is now known as stochastic analysis. His…
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Produktdetails
- ISBN: 978-1-4008-2930-9
- EAN: 9781400829309
- Produktnummer: 13936975
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 208 S.
- Plattform: EPUB
- Masse: 0 KB
Über den Autor
Translated and with an Introduction by Mark Davis & Alison EtheridgeWith a foreword by Paul A. Samuelson
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