since bachelier....

polarbear · June 23rd, 2005, 6:30 am

Hi everyone ,There was a book which includes all papers since Louis Bachelier up to now , papers that contributed to the financial engineering areadoes anyone know the name of this book??

Alan · June 24th, 2005, 5:31 am

Well, I don't know about 'till now', but for Bachelier - 1964, there'sThe Random Character of Stock Market Prices (Paul H. Cootner, ed.)regards,

WilmottBookshop · June 24th, 2005, 6:48 am

The Random Character of Stock Market Prices is available from the Wilmott Bookshop.Laura

EnPassant · July 26th, 2005, 11:57 am

Derivatives Pricing: The classic collection. 2005. (RISK Books)This book contains all the classics contributing to derivative pricing and contains Bacheliers paper. It also has a few 'hidden gems' that are often referred to but have never been published. Peter Carr initiated this book becuase of this.

EnPassant · July 26th, 2005, 11:57 am

WilmottBookshop · July 26th, 2005, 12:09 pm

Derivatives Pricing: The Classic Collection by Peter Carr can be ordered from the Wilmott Bookshop.