Theory of Financial Risk and Derivative Pricing: From...

Main
Mathematics
Theory of Financial Risk and Derivative...

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Name: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
ISBN: 9780521819169

Jean-Philippe Bouchaud, Marc Potters

0 / 0

0 comments

كم أعجبك هذا الكتاب؟

ما هي جودة الملف الذي تم تنزيله؟

قم بتنزيل الكتاب لتقييم الجودة

ما هي جودة الملفات التي تم تنزيلها؟

Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks. First edition Hb (2000): 0-521-78232-5

الفئات:

Mathematics

عام:

2004

الإصدار:

الناشر:

Cambridge University Press

اللغة:

english

الصفحات:

200

ISBN 10: