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Theory of financial risk and derivat...

Bouchaud, Jean-Philippe, (1962-)

Theory of financial risk and derivative pricing :from statistical physics to risk management /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	658.15/5
書名/作者:	Theory of financial risk and derivative pricing : : from statistical physics to risk management // Jean-Philippe Bouchaud and Marc Potters.
其他題名:	Theory of Financial Risk & Derivative Pricing
作者:	Bouchaud, Jean-Philippe,
其他作者:	Potters, Marc,
面頁冊數:	1 online resource (xx, 379 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Finance.
標題:	Financial engineering.
標題:	Risk assessment.
標題:	Risk management.
ISBN:	9780511753893 (ebook)
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1017/CBO9780511753893

Theory of financial risk and derivative pricing :from statistical physics to risk management /
Bouchaud, Jean-Philippe,1962-

Theory of financial risk and derivative pricing :from statistical physics to risk management /Theory of Financial Risk & Derivative PricingJean-Philippe Bouchaud and Marc Potters. - Second edition. - 1 online resource (xx, 379 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511753893 (ebook)Subjects--Topical Terms:

189642
Finance.

LC Class. No.: HG101 / .B68 2003

Dewey Class. No.: 658.15/5

Theory of financial risk and derivative pricing :from statistical physics to risk management /
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