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Louis Bachelier on the Centenary of "Théorie de la Spéculation"

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Author Info

  • Jean-Michel Courtault
  • Yuri Kabanov
  • Bernard Bru
  • Pierre Crépel
  • Isabelle Lebon
  • Arnaud Le Marchand

Abstract

Written on the occasion of the centenary of Louis Bachelier's 1900 PhD thesis “Théorie de la spéculation”, 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 Poincaré'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 L´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 Info

Article provided by Wiley Blackwell in its journal Mathematical Finance.

Volume (Year): 10 (2000)
Issue (Month): 3 ()
Pages: 339-353

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Handle: RePEc:bla:mathfi:v:10:y:2000:i:3:p:339-353

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Cited by:
  1. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
  2. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics: empirical facts," Post-Print hal-00621058, HAL.
  3. Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
  4. Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Stochastic Volatility Models Including Open, Close, High and Low Prices," Papers 0901.1315, arXiv.org.
  5. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  6. Alan Kirman, 2010. "The Economic Crisis is a Crisis for Economic Theory ," CESifo Economic Studies, CESifo, vol. 56(4), pages 498-535, December.

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