The Resource Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters, (electronic book)

Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters, (electronic book)

Label
Theory of financial risks : from statistical physics to risk management
Title
Theory of financial risks
Title remainder
from statistical physics to risk management
Statement of responsibility
Jean-Philippe Bouchaud and Marc Potters
Creator
Contributor
Author
Subject
Language
eng
Summary
"This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Publisher's description
Cataloging source
CaPaEBR
http://library.link/vocab/creatorDate
1962-
http://library.link/vocab/creatorName
Bouchaud, Jean-Philippe
Dewey number
658.15/5
Illustrations
illustrations
Index
index present
LC call number
HG101
LC item number
.B68 2000eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1969-
http://library.link/vocab/relatedWorkOrContributorName
Potters, Marc
http://library.link/vocab/subjectName
  • Finance
  • Financial engineering
  • Risk assessment
  • Risk management
Label
Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10014876
Dimensions
26 cm.
Dimensions
unknown
Extent
xiii, 218 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters, (electronic book)
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10014876
Dimensions
26 cm.
Dimensions
unknown
Extent
xiii, 218 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource.
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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