Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
ISBN-13:
9780521819169
ISBN-10:
0521819164
Edition:
2
Author:
Marc Potters, Jean-Philippe Bouchaud
Publication date:
2004
Publisher:
Cambridge University Press
Format:
Hardcover
400 pages
Category:
Finance
FREE US shipping
Book details
ISBN-13:
9780521819169
ISBN-10:
0521819164
Edition:
2
Author:
Marc Potters, Jean-Philippe Bouchaud
Publication date:
2004
Publisher:
Cambridge University Press
Format:
Hardcover
400 pages
Category:
Finance
Summary
Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (ISBN-13: 9780521819169 and ISBN-10: 0521819164), written by authors
Marc Potters, Jean-Philippe Bouchaud, was published by Cambridge University Press in 2004.
With an overall rating of 4.1 stars, it's a notable title among other
Finance
books. You can easily purchase or rent Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (Hardcover) from BooksRun,
along with many other new and used
Finance
books
and textbooks.
And, if you're looking to sell your copy, our current buyback offer is $7.4.
Description
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 expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks.
We would LOVE it if you could help us and other readers by reviewing the book
{user}
{createdAt}
{truncated_title}
{author_block}
by {truncated_author}
