Bachelier and His Times: A Conversation with Bernard Bru
Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a model for stock exchange performance. This conversation with Bernard Bru illustrates the scientific climate of his times and the conditions under which Bache
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Springer-Verlag Berlin Heidelberg GmbH
Helyette Geman Dilip Madan Stanley R. Pliska Ton Vorst (Editors)
Mathematical FinanceBachelier Congress 2000 Selected Papers from the First World Congress of the BacheHer Finance Society, Paris, June 29-July 1, 2000
Springer
Helyette Geman CEREMADE, UMR CNRS 7534. UniversiteParis IX- Dauphine Place du Marechal De Lattre De Tassigny, 75775 Paris Cedext6, France and Groupe ESSEC,Av.Bernhard-Hirsch,B.P. 50105,9502.1 Cergy-Pontoise Cedex,France e-mail: [email protected]
DilipMadan
UniversityofMaryland, Robert H. Smith School ofBusiness, 4427VanMunching Hall,College Park, MD 20742, USA e-mail:[email protected]
Stanley R. Pliska University oflllinois, Department ofFinance, 242 UniversityHall. 6o1 South Morgan Street, Chicago, IL 6o6o7-7, USA e-mail: [email protected]
Ton Vorst Erasmus Universiteit Rotterdant, Postbus 1738,3000 DR Rotterdam, The Netherlands e-mail:[email protected] Mathematics Subject Classification (2000 ): 91-06,91B28, 91B30, 91Bxx,60-xx, 58}65, 60Gxx,60G40,65C05, 65T50, 93A30 Library of Congress Cataloging-in-Publication Data Bachelier Finance Society. World Congress (1st : 2.000 : Paris, France) . Mathematical finance--Bachelier Congress, 2.000 : selected papers from the First Wocld Congress of the Bachelier Pinance Society, Paris, june 29-July 1, 2000 1 Helyette Geman ... [et al] (editors). p. cm. --(Springer finance) Includea bibliografical references aod index. ISBN 978-3-642-08729-5 DOI 10.1007/978-3-662-12429-1
ISBN 978-3-662-12429-1 (eBook)
1. Financial futures--Congresses. Congress. L Title. IL Series
HG6oo24.3 .B33 2000
2.
Speculation--Congresses. J. Brownian motion processes--
332.64's--dc:n
2001049334
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Preface La probabilit qui est une abstraction rayonne comme un petit soleil
Le Jeu, la Chance et le Hasard by Louis Bachelier.
Even though it
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