Les origines de la représentation brownienne en finance / The origins of the Brownian representation in finance

Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Geman, Hélyette
Madan, Dilip B.
Pliska, Syanley R.

January 2002

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...

Does God practice a random walk? The "financial physics" of a 19th century forerunner, Jules Regnault

Jovanovic, Franck
Le Gall, Philippe

January 2001

We present and analyze a forgotten 19th century French economist, Jules Regnault, whose Calcul des C...

Bachelier and his times: A Conversation with Bernard Bru

Murad S. Taqqu

January 2001

Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a mo...

Les origines du modèle de marche au hasard en finance / The origins of the random walk model in financial theory

Christian Walter

June 2013

FMSH-WP-2013-33. Pour télécharger ce document sur HALSHS Ce texte reproduit le chapitre 2 de mon ouv...

La construction de la représentation brownienne / The construction of the Brownian representation

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 1-3 / chapter...

: The origins of the random walk model in financial theory

Walter, Christian

May 2013

Ce texte constitue le chapitre 2 de l'ouvrage Le modèle de marche au hasard en finance, de Christian...

New elements on Jules Regnault’s Calcul des chances et philosophie de la bourse [Calculation of the Chance and Philosophy of the Stock Market]: a very well diffused book and new connections with Louis Bachelier

Jovanovic, Franck

January 2018

It is nowadays well-known that the first publication about the random character of stock market pric...

Pourquoi l’hypothèse de marche aléatoire en théorie financière ? Les raisons historiques d’un choix éthique

Jovanovic, Franck

January 2001

The hypothesis of random walk in financial theory : some historical arguments to explain an ethic ch...

La crise du modèle de marche au hasard / The crisis of the random walk model

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 7 / chapter

First appeared in FINANCE AND STOCHASTICS (2001) Appears in the book MATHEMATICAL FINANCE-- BACHELIER CONGRESS 2000 H. Geman et al. editors, 2002, Springer Verlag Bachelier and his Times:

A Conversation
Bernard Bru
Murad S. Taqqu

January 2001

Louis Bachelier defended his thesis “Theory of Speculation ” in 1900. He used Brownian motion as a m...

Le modèle de marche au hasard en finance / The random walk model in finance

Christian Walter

August 2013

Paris, Economica, juin 2013, 436 p. Collection Assurance Audit Actuariat. ISBN : 978-2-7178-6070-2 P...

Les origines du virus brownien / The origins of the Brownian virus

Christian Walter

January 2016

J'ai proposé l'hypothèse du virus brownien après la crise financière de 2008 pour compléter les anal...

La validation du modèle de marche au hasard / The validation of the random walk model

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 3 / chapter 3...

On the strategic origin of Brownian motion in finance

De Meyer, Bernard
Moussa Saley, Hadiza
Centre National de la Recherche Scientifique, 75 - Paris (France). Unite Mixte de Service de la Maison des Sciences Economiques
Paris-1 Univ., 75 - Paris (France). Maison des Sciences Economiques
Paris-1 Univ., 75 - (France). Centre de Recherches de Mathematiques, Statistiques et d'Economie Mathematique
Centre National de la Recherche Scientifique, 75 - Paris (France). Centre de Recherches de Mathematiques, Statistiques et d'Economie Mathematique

January 2002

SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : RP 16635 / INIST-CNRS ...

Mathematical Finance. Bachelier Congress 2000 : Selected Papers from the First World Congress of the Bachelier Finance Society, June 29-July 1, 2000

Geman, Helyette

January 2001

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...

Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Geman, Hélyette
Madan, Dilip B.
Pliska, Syanley R.

January 2002

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...

Does God practice a random walk? The "financial physics" of a 19th century forerunner, Jules Regnault

Jovanovic, Franck
Le Gall, Philippe

January 2001

We present and analyze a forgotten 19th century French economist, Jules Regnault, whose Calcul des C...

Bachelier and his times: A Conversation with Bernard Bru

Murad S. Taqqu

January 2001

Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a mo...

Les origines du modèle de marche au hasard en finance / The origins of the random walk model in financial theory

Christian Walter

June 2013

FMSH-WP-2013-33. Pour télécharger ce document sur HALSHS Ce texte reproduit le chapitre 2 de mon ouv...

La construction de la représentation brownienne / The construction of the Brownian representation

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 1-3 / chapter...

: The origins of the random walk model in financial theory

Walter, Christian

May 2013

Ce texte constitue le chapitre 2 de l'ouvrage Le modèle de marche au hasard en finance, de Christian...

New elements on Jules Regnault’s Calcul des chances et philosophie de la bourse [Calculation of the Chance and Philosophy of the Stock Market]: a very well diffused book and new connections with Louis Bachelier

Jovanovic, Franck

January 2018

It is nowadays well-known that the first publication about the random character of stock market pric...

Pourquoi l’hypothèse de marche aléatoire en théorie financière ? Les raisons historiques d’un choix éthique

Jovanovic, Franck

January 2001

The hypothesis of random walk in financial theory : some historical arguments to explain an ethic ch...

La crise du modèle de marche au hasard / The crisis of the random walk model

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 7 / chapter

First appeared in FINANCE AND STOCHASTICS (2001) Appears in the book MATHEMATICAL FINANCE-- BACHELIER CONGRESS 2000 H. Geman et al. editors, 2002, Springer Verlag Bachelier and his Times:

A Conversation
Bernard Bru
Murad S. Taqqu

January 2001

Louis Bachelier defended his thesis “Theory of Speculation ” in 1900. He used Brownian motion as a m...

Le modèle de marche au hasard en finance / The random walk model in finance

Christian Walter

August 2013

Paris, Economica, juin 2013, 436 p. Collection Assurance Audit Actuariat. ISBN : 978-2-7178-6070-2 P...

Les origines du virus brownien / The origins of the Brownian virus

Christian Walter

January 2016

J'ai proposé l'hypothèse du virus brownien après la crise financière de 2008 pour compléter les anal...

La validation du modèle de marche au hasard / The validation of the random walk model

Christian Walter

September 2015

Support du cours / course material : Le modèle de marche au hasard en finance chapitre 3 / chapter 3...

On the strategic origin of Brownian motion in finance

De Meyer, Bernard
Moussa Saley, Hadiza
Centre National de la Recherche Scientifique, 75 - Paris (France). Unite Mixte de Service de la Maison des Sciences Economiques
Paris-1 Univ., 75 - Paris (France). Maison des Sciences Economiques
Paris-1 Univ., 75 - (France). Centre de Recherches de Mathematiques, Statistiques et d'Economie Mathematique
Centre National de la Recherche Scientifique, 75 - Paris (France). Centre de Recherches de Mathematiques, Statistiques et d'Economie Mathematique

January 2002

SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : RP 16635 / INIST-CNRS ...

Mathematical Finance. Bachelier Congress 2000 : Selected Papers from the First World Congress of the Bachelier Finance Society, June 29-July 1, 2000

Geman, Helyette

January 2001

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...

Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Geman, Hélyette
Madan, Dilip B.
Pliska, Syanley R.

January 2002

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Pari...

Does God practice a random walk? The "financial physics" of a 19th century forerunner, Jules Regnault

Jovanovic, Franck
Le Gall, Philippe

January 2001

We present and analyze a forgotten 19th century French economist, Jules Regnault, whose Calcul des C...

Bachelier and his times: A Conversation with Bernard Bru

Murad S. Taqqu

January 2001

Louis Bachelier defended his thesis “Theory of Speculation” in 1900. He used Brownian motion as a mo...

Les origines de la représentation brownienne en finance / The origins of the Brownian representation in finance

Abstract

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Les origines de la représentation brownienne en finance / The origins of the Brownian representation in finance

Abstract

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