Saturday, October 10, 2015

Reliving the Life of Louis Bachelier

My thesis "Reliving the Life of Louis Bachelier" which introduces the screenplay: "I, Bachelier (Invisible Man)" is now available as a book!
This book is a verbatim reproduction of the ALM Thesis in literature and creative writing that I have just completed at the extension School at Harvard University. It is a screenplay that brings to life, in dramatic installments, the key events in the life of the Father of Modern Mathematical Finance, Louis Bachelier ( 1870-1946). It is a spellbinding double odyssey of the trials and triumphs of gritty characters that pioneer industries creating intellectual revolutions, against the scorn of titled scientific establishments, against tragedy, at tremendous personal sacrifice. Through multifaceted narratives and circumstances, it emerges as a profound,  scientific  and artistic, human exploration of the human propensity for prejudice.
http://amzn.to/1S6Byqr
It lets sheds light on the struggles Bachelier had to overcome, as viewed in our time by a young black mathematician of African origin named K., starting in grad school in Paris in the mid-90s, and then on to Wall Street, as a proponent of a new theory of decision making based on a proto-probabilistic concept called BICs (Basis Instruments Contracts) that he has invented.

It spans Bachelier’s life from the death of his parents to his famous thesis in 1900, to the dramas of the Dreyfus affair in France, WW I, up to the death of his ephemeral spouse, and the climactic denial of tenure to him in 1926. The narrative unfolds as K. himself experience similar struggles and prejudices in modern times which lead him from Wall Street to inner city life in Newark, NJ, and then to Beijing China, and back to New York. The intertwined narratives unfold in at least four languages – English, French, Mandarin Chinese, Ghomala – serving as a clinical and scientific examination of the various dimensions of prejudice, language, deriving analytical insights that bind persuasion, risk, prejudice, rewards and punishments in the decision making process. It also features two heart wrenching love stories that grip hearts and reveal characters of great humanity. This is a universal story of the travails of the misunderstood and unappreciated underdog, who nonetheless keeps on soldiering to usher in a better world.