Bachelier / Davis / Etheridge Louis Bachelier's Theory of Speculation

The Origins of Modern Finance
Course Book
ISBN: 978-1-4008-2930-9
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 208 Seiten

Mark Davis, Professor of Mathematics at Imperial College London, has written three books on stochastic modeling and control, most recently Markov Models and Optimization. Alison Etheridge, Professor of Probability at the University of Oxford, is the author of A Course in Financial Calculus and Introduction to Superprocesses.

Autoren/Hrsg.

Bachelier, Louis

Davis, Mark

Etheridge, Alison

Weitere Mitwirkende

Samuelson, Paul A.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines

Inhaltsverzeichnis

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

Über Autor(innen)

Mark Davis, Professor of Mathematics at Imperial College London, has written three books on stochastic modeling and control, most recently Markov Models and Optimization. Alison Etheridge, Professor of Probability at the University of Oxford, is the author of A Course in Financial Calculus and Introduction to Superprocesses.