The Resource Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book)
Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book)
Resource Information
The item Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 Summary
 Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarises recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control
 Language
 eng
 Extent
 1 online resource (400 p.)
 Note
 Title from publishers bibliographic system (viewed on 01 Jun 2011)
 Isbn
 9780511753893
 Label
 Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management
 Title
 Theory of Financial Risk and Derivative Pricing
 Title remainder
 From Statistical Physics to Risk Management
 Statement of responsibility
 JeanPhilippe Bouchaud, Marc Potters
 Language
 eng
 Summary
 Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarises recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control
 Cataloging source
 UkCbUP
 Dewey number
 658.15/5
 Index
 index present
 LC call number
 HG101
 Literary form
 non fiction
 Nature of contents
 dictionaries
 http://library.link/vocab/relatedWorkOrContributorName
 Potters, Marc
 http://library.link/vocab/subjectName

 Financial engineering
 Risk assessment
 Risk management
 Label
 Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book)
 Note
 Title from publishers bibliographic system (viewed on 01 Jun 2011)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 CR9780511753893
 Extent
 1 online resource (400 p.)
 Form of item
 electronic
 Isbn
 9780511753893
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
 Label
 Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book)
 Note
 Title from publishers bibliographic system (viewed on 01 Jun 2011)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Control code
 CR9780511753893
 Extent
 1 online resource (400 p.)
 Form of item
 electronic
 Isbn
 9780511753893
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 digital, PDF file(s).
 Specific material designation
 remote
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/TheoryofFinancialRiskandDerivativePricing/iBNbmUQyZeg/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/TheoryofFinancialRiskandDerivativePricing/iBNbmUQyZeg/">Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, JeanPhilippe Bouchaud, Marc Potters, (electronic book)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>