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

Listed author(s):
  • Jean-Michel Courtault
  • Yuri Kabanov
  • Bernard Bru
  • Pierre Crépel
  • Isabelle Lebon
  • Arnaud Le Marchand

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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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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