Louis Bachelier's Theory of Speculation: The Origins of Modern Finance

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Authors

Abstract

Foreword vii Preface xiii Chapter One: Mathematics and Finance 1 Chapter Two: Theorie de la Speculation 15 Chapter Three: From Bachelier to Kreps, Harrison and Pliska 80 Chapter Four: Facsimile of Bachelier's Original Thesis 116 References 183

Topics & Keywords

Economic Theory and Institutions

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

DOI: 10.1515/9781400829309

Field-Weighted Citation Impact: 4.13