Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management Book + PRICE WATCH * Amazon pricing is not included in price watch

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

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.Read More

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  • Blackwell

    Summarizes recent theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets. Risk control and derivative pricing have become of major concern to financial...

  • Foyles

    This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical...

  • Pickabook

    Jean-Philippe Bouchaud, Marc Potters

  • 0521741866
  • 9780521741866
  • Jean-Philippe Bouchaud, Marc Potters
  • 22 January 2009
  • Cambridge University Press
  • Paperback (Book)
  • 400
  • 2
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