Louis Bachelier on the Centenary of "Théorie de la Spéculation"
AbstractWritten on the occasion of the centenary of Louis Bachelier's 1900 PhD thesis âThÃ©orie de la spÃ©culationâ, this paper puts Bachelier into a historical perspective. It explains his role as a pioneer in both mathematical finance and probability theory, and it also gives a careful account of Bachelier's difficult personal and scientific career. This includes a discussion of PoincarÃ©'s report on the PhD thesis (the report itself with an English translation is reproduced in the appendix), and an explanation for the controversy between Bachelier's work and Paul LÂ´evy's reports on it. The paper also contains a curriculum vitae and a list of the publications of Bachelier is made available.
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 10 (2000)
Issue (Month): 3 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0960-1627
Other versions of this item:
- Jean-Michel Courtault & Youri Kabanov & Bernard Bru & Pierre Crepel & Isabelle Lebon & Arnaud Le Marchand, 2000. "Louis Bachelier On the centenary of Théorie de la Spéculation," Post-Print halshs-00447592, HAL.
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