The Resource Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters, (electronic book)
Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters, (electronic book)
Resource Information
The item Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and 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 risks : from statistical physics to risk management, JeanPhilippe Bouchaud and 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
 "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
 Language
 eng
 Extent
 xiii, 218 p.
 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
 JeanPhilippe Bouchaud and Marc Potters
 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, JeanPhilippe
 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, JeanPhilippe Bouchaud and Marc Potters, (electronic book)
 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, JeanPhilippe Bouchaud and Marc Potters, (electronic book)
 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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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Theoryoffinancialrisksfromstatistical/s3QNsvSDl6s/" 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/Theoryoffinancialrisksfromstatistical/s3QNsvSDl6s/">Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and 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>