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Pourquoi l'hypothese de marche aleatoire en theorie financiere ? Les raisons historiques d'un choix ethique

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  • Jovanovic, F.

Abstract

Cet article analyse la maniere dont le developpement des marches financiers en France au XIXeme siecle a donne naissance a la theorie financiere quantitative moderne. Cette etude montre que le modele de marche aleatoire symetrique avec une distribution normale, construit en 1863 par Jules Regnault et affine en 1900 par Louis Bachelier, a ete introduit a l'origine pour repondre a une question morale.

Suggested Citation

  • Jovanovic, F., 2000. "Pourquoi l'hypothese de marche aleatoire en theorie financiere ? Les raisons historiques d'un choix ethique," Papiers d'Economie Mathématique et Applications 2000.89, Université Panthéon-Sorbonne (Paris 1).
    • Handle: RePEc:fth:pariem:2000.89
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    More about this item

    Keywords

    HISTOIRE ; THEORIE ; MARCHE FINANCIER;
    All these keywords.

    JEL classification:

    • B10 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - General
    • A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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