Theory of Financial Risk and Derivative Pricing (English, Jean-Philippe Bouchaud | Marc Potters)
Sciences, Technology & Medicine

Theory of Financial Risk and Derivative Pricing (English, Jean-Philippe Bouchaud | Marc Potters)

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Book Details

ISBN-139780521819169
ISBN-100521819164

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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

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