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Theory of Financial Risk and Derivative Pricing 2nd Edition Hardback: From Statistical Physics to Risk Management
Jean-Philippe Bouchaud
(Author)
·
Marc Potters
(Author)
·
Cambridge University Press
· Hardcover
Theory of Financial Risk and Derivative Pricing 2nd Edition Hardback: From Statistical Physics to Risk Management - Bouchaud, Jean-Philippe ; Potters, Marc
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Origin: U.S.A.
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Synopsis "Theory of Financial Risk and Derivative Pricing 2nd Edition Hardback: From Statistical Physics to Risk Management"
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.
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
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