國立高雄大學圖資館 |

Language: English

Back

Louis Bachelier's theory of speculat...

Bachelier, Louis, (1870-)

Louis Bachelier's theory of speculationthe origins of modern finance /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Louis Bachelier's theory of speculationtranslated and with commentary by Mark Davis and Alison Etheridge.
Reminder of title:	the origins of modern finance /
Author:	Bachelier, Louis,
other author:	Davis, Mark.
Published:	Princeton ;Princeton University Press,©2006.
Description:	1 online resource (xv, 188 p.) :ill.
Notes:	Includes facsimile of Bachelier's original thesis.
Subject:	SpeculationMathematical models.
Online resource:	http://www.jstor.org/stable/10.2307/j.ctt7scn4
ISBN:	9781400829309 (electronic bk.)

Louis Bachelier's theory of speculationthe 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:

224208
Speculation
--Mathematical models.

LC Class. No.: HG6015 / .B3313 2011

Dewey Class. No.: 332

Louis Bachelier's theory of speculationthe origins of modern finance /
LDR:02174cmm a2200373Ia 4500 001 442768
003 OCoLC
005 20141031022259.0
006 m o d
007 cr cnu---unuuu
008 150128s2006 njua ob 000 0 eng d
020 $a 9781400829309 (electronic bk.)
020 $a 1400829305 (electronic bk.)
020 $z 9780691117522
020 $z 0691117527
035 $a (OCoLC)521210612 $z (OCoLC)646835202 $z (OCoLC)701229131
035 $a ocn521210612
040 $a N $b eng $e pn $c N $d EBLCP $d IDEBK $d E7B $d OCLCQ $d DKU $d OCLCQ $d REDDC $d OCLCQ $d OCLCA $d NUI $d JSTOR $d OCLCF $d DEBSZ $d DKDLA $d OCLCQ $d OCLCO $d TEFOD $d OCLCA
041 0 $a eng $a fre
050 4 $a HG6015 $b .B3313 2011
082 0 4 $a 332 $2 22
100 1 $a Bachelier, Louis, $d 1870- $3 697395
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 224208
650 0 $a Finance $x Mathematical models. $3 183782
700 1 $a Davis, Mark. $3 697396
700 1 $a Etheridge, Alison. $3 510850
856 4 0 $u http://www.jstor.org/stable/10.2307/j.ctt7scn4