Theory of financial risk and derivative pricing : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters.
"Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular t...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
2003.
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| Edition: | Second edition. |
| Subjects: |
| Summary: | "Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control."--BOOK JACKET. |
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| Item Description: | Revised edition of: Theory of financial risks. 2000. |
| Physical Description: | xx, 379 pages : illustrations ; 26 cm |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0521819164 9780521819169 |