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Theory of Financial Risk and Derivative Pricing

From Statistical Physics to Risk Management

Theory of Financial Risk and Derivative Pricing by Jean-Philippe Bouchaud
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US$ 60.00
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.
Cambridge University Press; December 2003
400 pages; ISBN 9781139636995
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Title: Theory of Financial Risk and Derivative Pricing
Author: Jean-Philippe Bouchaud; Marc Potters
 
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ISBNs
0511055188
9780511055188
9780521819169
9781139636995