Louis Bachelier
Some publications on the remarkable life and work of Louis Bachelier (1870-1946), the founder of modern mathematical finance.
Books
Louis Bachelier’s Theory of Speculation, The Origins of Modern Finance
Translated and with commentary by Mark Davis and Alison Etheridge, foreword by Paul A. Samuelson
Princeton University Press (2006)
ISBN: 978-0-691-11752-2
Louis Bachelier: Aux origines de la finance mathématique
Jean-Michel Courtault and Youri Kabanov
Presses Universitaires Franc-Comtoises (2002)
ISBN: 2-84627-064-3
Theory of Speculation, Translation of Louis Bachelier’s thesis (1900)
in The Random Character of Stock Market Prices
Paul H. Cootner (Ed.), MIT 1964, 18-91
reprintet by Risk Books (2000)
ISBN: 1-899332-847
Articles
Louis Bachelier: On the Centenary of Theorie de la Speculation
Jean-Michel Courtault
an article published in Mathematical Finance 10 (3), 341-353 (2000) (pdf).
Copyright Wiley-Blackwell
Bachelier and his Times: A Conversation with Bernard Bru
an article published in Mathematical Finance - Bachelier Congress 2000, 1-39
H. Geman, D. Madan, S.R. Pliska, T. Vorst (Eds.)
Springer (2001) (pdf).
Copyright Springer-Verlag
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