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Louis Bachelier's theory of speculat...

Bachelier, Louis, (1870-)

Louis Bachelier's theory of speculation[electronic resource] :the origins of modern finance /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332
書名/作者:	Louis Bachelier's theory of speculation : the origins of modern finance // translated and with commentary by Mark Davis and Alison Etheridge.
作者:	Bachelier, Louis,
其他作者:	Davis, Mark.
出版者:	Princeton ; : Princeton University Press,, ©2006.
面頁冊數:	1 online resource (xv, 188 p.) : : ill.
附註:	Includes facsimile of Bachelier's original thesis.
標題:	Speculation - Mathematical models.
標題:	Finance - Mathematical models.
ISBN:	9781400829309 (electronic bk.)
ISBN:	1400829305 (electronic bk.)
書目註:	Includes bibliographical references (p. 183-188).
摘要、提要註:	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.
電子資源:	http://www.jstor.org/stable/10.2307/j.ctt7scn4

Louis Bachelier's theory of speculation[electronic resource] :the origins of modern finance /
Bachelier, Louis,1870-

Louis Bachelier's theory of speculationthe origins of modern finance /[electronic resource] :translated and with commentary by Mark Davis and Alison Etheridge. - Princeton ;Princeton University Press,©2006. - 1 online resource (xv, 188 p.) :ill.

Includes facsimile of Bachelier's original thesis.

Includes bibliographical references (p. 183-188).

Mathematics and 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 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.

Text in English and French.

ISBN: 9781400829309 (electronic bk.)Subjects--Topical Terms:

586870
Speculation
--Mathematical models.

LC Class. No.: HG6015 / .B3313 2011

Dewey Class. No.: 332

Louis Bachelier's theory of speculation[electronic resource] :the origins of modern finance /
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100 1 $a Bachelier, Louis, $d 1870- $3 586867
240 1 0 $a Théorie de la spéculation. $l English & French
245 1 0 $a Louis Bachelier's theory of speculation $h [electronic resource] : $b the origins of modern finance / $c translated and with commentary by Mark Davis and Alison Etheridge.
260 $a Princeton ; $a Oxford : $b Princeton University Press, $c ©2006.
300 $a 1 online resource (xv, 188 p.) : $b ill.
500 $a Includes facsimile of Bachelier's original thesis.
504 $a Includes bibliographical references (p. 183-188).
505 0 0 $l Ch. 1. $t Mathematics and finance $p P.1.
505 0 0 $l Ch. 2. $t Theorie de la Speculation $p P.15.
505 0 0 $l Ch. 3. $t From Bachelier to Kreps, Harrison and Pliska $p P.80.
505 0 0 $l Ch. 4. $t Facsimile of Bachelier's original thesis $p P.116.
520 $a 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.
546 $a Text in English and French.
588 0 $a Print version record.
650 0 $a Speculation $x Mathematical models. $3 586870
650 0 $a Finance $x Mathematical models. $3 342179
700 1 $a Davis, Mark. $3 586868
700 1 $a Etheridge, Alison. $3 586869
856 4 0 $u http://www.jstor.org/stable/10.2307/j.ctt7scn4

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