Theory of Financial Risk and Derivative Pricing (English, Jean-Philippe Bouchaud | Marc Potters)
by Jean-Philippe Bouchaud | Marc Potters
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521819169
ISBN-10
0521819164
Author
Jean-Philippe Bouchaud | Marc Potters
About the Book
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…
ISBN: 9780521819169
ISBN-13: 9780521819169
ISBN-10: 0521819164
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Product ID: isbn-9780521819169
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