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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Managementby Jean-Philippe Bouchaud; Marc Potters

✍ Scribed by Review by: Wolfgang Breymann


Book ID
124210325
Publisher
American Statistical Association
Year
2006
Tongue
English
Weight
701 KB
Volume
101
Category
Article
ISSN
0162-1459

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Theory of financial risks: from statisti
✍ Jean-Philippe Bouchaud, Marc Potters πŸ“‚ Library πŸ“… 2000 πŸ› Cambridge University Press 🌐 English βš– 3 MB

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 op