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Author Bachelier, Louis, 1870-1946.
Title Theorie de la speculation. English & French
Louis Bachelier's theory of speculation : the origins of modern finance / translated and with commentary by Mark Davis and Alison Etheridge.
Imprint Princeton ; Oxford : Princeton University Press, 2006.

Author Bachelier, Louis, 1870-1946.
Subject Speculation -- Mathematical models.
Finance -- Mathematical models.
Alt Name Davis, Mark.
Etheridge, Alison.
Description 1 online resource (xv, 188 pages) : illustrations
Note Includes facsimile of Bachelier's original thesis.
Text in English and French.
Bibliography Note Includes bibliographical references (pages 183-188).
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 Theorie de la Speculation 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.
Note Print version record.
Contents 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.
ISBN 9781400829309 (electronic bk.)
1400829305 (electronic bk.)
OCLC # 521210612
Additional Format Print version: Bachelier, Louis, b. 1870. Theorie de la speculation. English & French. Louis Bachelier's theory of speculation. Princeton ; Oxford : Princeton University Press, 2006 9780691117522 (OCoLC)71780264