Louis Jean-Baptiste Alphonse Bachelier (French: [baʃəlje]; 11 March 1870 – 28 April 1946) was a French mathematician at the turn of the 20th century. He...

The Bachelier model is a model of an asset price under Brownian motion presented by Louis Bachelier on his PhD thesis The Theory of Speculation (Théorie...

The Louis Bachelier Prize is a biennial prize in applied mathematics jointly awarded by the London Mathematical Society, the Natixis Foundation for Quantitative...

Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion...

fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly...

processes include the Wiener process or Brownian motion process, used by Louis Bachelier to study price changes on the Paris Bourse, and the Poisson process...

efficient markets theory was first proposed by the French mathematician Louis Bachelier in 1900 in his PhD thesis "The Theory of Speculation" describing how...

Clarkia pulchella immersed in water. In 1900, the French mathematician Louis Bachelier modeled the stochastic process now called Brownian motion in his doctoral...

AQR Capital Management. Quantitative finance started in 1900 with Louis Bachelier's doctoral thesis "Theory of Speculation", which provided a model to...

work of Albert Einstein and Marian Smoluchowski in 1905, although Louis Bachelier was the first person credited with modeling Brownian motion in 1900...

Pierre-Gilles de Gennes Foundation for Research, Institut Curie, Institut Louis-Bachelier, MINES ParisTech and Université Paris-Dauphine. Their arrival reinforced...

chain model to derive a stationary Yule distribution of firm sizes. Louis Bachelier was the first to observe that stock prices followed a random walk....

with the surname Batchelors, a food brand Bachelor, an unmarried man Louis Bachelier (1870–1946), French mathematician Bachelor (disambiguation) The Bachelors...

postulated by Louis Bachelier in 1900 for stock prices, in the first published attempt to model Brownian motion, known today as Bachelier model. As was...

Regnault who published a book in 1863, and then to French mathematician Louis Bachelier whose Ph.D. dissertation titled "The Theory of Speculation" (1900)...

Another theory related to the efficient market hypothesis created by Louis Bachelier is the "random walk" theory, which states that prices in the financial...

particular mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. Born in Tehran (Iran)...

previous works re random walks in stock prices: Jules Regnault (1863); Louis Bachelier (1900); Maurice Kendall (1953); Paul Cootner (1964); and Paul Samuelson...

About CVA, DVA, FVA and Other Market Adjustments, Discussion paper: Louis Bachelier Finance and Sustainable Growth Labex. Stephane Crepey "XVAs Defined:...

Poincaré had two notable doctoral students at the University of Paris, Louis Bachelier (1900) and Dimitrie Pompeiu (1905). In 1912, Poincaré underwent surgery...

for mathematics and physics the Prix Paul Pascal, for chemistry the Louis Bachelier Prize for major contributions to mathematical modeling in finance the...

processes. Lundberg's theory, together with that of French mathematician Louis Bachelier, was ahead of its time and inspired the subsequent development of probability...

the model which was proposed by Louis Bachelier in his PhD Thesis "The Theory of Speculation", known as Bachelier model. Volatility (finance) Stochastic...

work of Louis Bachelier on stochastic models for asset prices and the mathematical theory of option pricing. Savage brought the work of Bachelier to the...

Kenneth Arrow, (1921–2017), American economist, Social choice theory. Louis Bachelier, (1870–1946), French mathematician, Pioneer of financial mathematics...

previously done by market researchers and practitioners including Louis Bachelier, Sheen Kassouf and Edward O. Thorp. Black and Scholes then attempted...

in practice to evaluate option contracts. Following early work by Louis Bachelier and later work by Robert C. Merton, Fischer Black and Myron Scholes...

Medal European Set Theory Society Impactful work in set theory Europe Louis Bachelier Prize London Mathematical Society, Natixis Foundation for Quantitative...

models. A few examples are presented below. The Bachelier model has been inspired by Louis Bachelier's work in 1900. This model, at least for assets with...

phycologist, marine scientist Alain Aspect (born 1947), physicist Louis Bachelier (1870–1946), mathematician Antoine Jérôme Balard (1802–1876), chemist...