Coverart for item
The Resource Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, Jean-Philippe Bouchaud, Marc Potters, (electronic book)

Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management, Jean-Philippe Bouchaud, Marc Potters, (electronic book)

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
Jean-Philippe Bouchaud, Marc Potters
Contributor
Author
Subject
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, Jean-Philippe Bouchaud, Marc Potters, (electronic book)
Instantiates
Publication
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, Jean-Philippe Bouchaud, Marc Potters, (electronic book)
Publication
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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