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Louis Bachelier's theory of speculat...

Bachelier, Louis, (1870-)

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Louis Bachelier's theory of speculation = the origins of modern finance /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Louis Bachelier's theory of speculation/ translated and with commentary by Mark Davis and Alison Etheridge.
其他題名:	the origins of modern finance /
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. -
電子資源:	http://www.jstor.org/stable/10.2307/j.ctt7scn4
ISBN:	9781400829309 (electronic bk.)

Louis Bachelier's theory of speculation = 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:

656226
Speculation
--Mathematical models.

LC Class. No.: HG6015 / .B3313 2011

Dewey Class. No.: 332

Louis Bachelier's theory of speculation = the origins of modern finance /
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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 656226
650 0 $a Finance $x Mathematical models. $3 578740
700 1 $a Davis, Mark. $3 2089922
700 1 $a Etheridge, Alison. $3 759287
856 4 0 $u http://www.jstor.org/stable/10.2307/j.ctt7scn4