Louis Bachelier's Theory of Speculation pdf epub mobi txt 电子书 下载 2024


Louis Bachelier's Theory of Speculation

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Louis Bachelier
Princeton University Press
Alison Etheridge
2006-9-25
208
USD 78.50
Hardcover
9780691117522

图书标签: 金融数学  金融  Louis_Bachelier  Economics  布朗运动   


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发表于2024-12-23

Louis Bachelier's Theory of Speculation epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Louis Bachelier's Theory of Speculation epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Louis Bachelier's Theory of Speculation pdf epub mobi txt 电子书 下载 2024



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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 Thorie de la Spculation 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 concepts of what is now known as stochastic analysis. His purpose, however, was to give a theory for the valuation of financial options. He came up with a formula that is both correct on its own terms and surprisingly close to the Nobel Prize-winning solution to the option pricing problem by Fischer Black, Myron Scholes, and Robert Merton in 1973, the first decisive advance since 1900. Aside from providing an accurate and accessible translation, this book traces the twin-track intellectual history of stochastic analysis and financial economics, starting with Bachelier in 1900 and ending in the 1980s when the theory of option pricing was substantially complete. The story is a curious one. The economic side of Bachelier's work was ignored until its rediscovery by financial economists more than fifty years later. The results were spectacular: within twenty-five years the whole theory was worked out, and a multibillion-dollar global industry of option trading had emerged.

Louis Bachelier's Theory of Speculation 下载 mobi epub pdf txt 电子书

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