Theory of Financial Risk and Derivative Pricing

From Statistical Physics to Risk Management

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Science
Cover of the book Theory of Financial Risk and Derivative Pricing by Jean-Philippe Bouchaud, Marc Potters, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Jean-Philippe Bouchaud, Marc Potters ISBN: 9781139636995
Publisher: Cambridge University Press Publication: December 11, 2003
Imprint: Cambridge University Press Language: English
Author: Jean-Philippe Bouchaud, Marc Potters
ISBN: 9781139636995
Publisher: Cambridge University Press
Publication: December 11, 2003
Imprint: Cambridge University Press
Language: English

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.

More books from Cambridge University Press

Cover of the book Economic Foundations of Symmetric Programming by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Relevance Theory by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Late Shakespeare, 1608–1613 by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Psychology of the Digital Age by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Australia 1943 by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Universal Empire by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Nurturing Creativity in the Classroom by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Constructing Authorities by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Empires and Bureaucracy in World History by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Introduction to the Physics of Waves by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Decision-Making in Conservation and Natural Resource Management by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Men and Sex by Jean-Philippe Bouchaud, Marc Potters
Cover of the book The Sounds of Paris in Verdi's La traviata by Jean-Philippe Bouchaud, Marc Potters
Cover of the book Collapse of the Wave Function by Jean-Philippe Bouchaud, Marc Potters
Cover of the book The Cambridge World History of Slavery: Volume 4, AD 1804–AD 2016 by Jean-Philippe Bouchaud, Marc Potters
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy