عنوان

Theory of financial risks :

0511010281

0511030983

0511046235

051115125X

9780511010286

9780511030987

9780511046230

9780511151255

0521782325

9780521782326

b737227

Theory of financial risks :

[Book]

from statistical physics to risk management /

Jean-Philippe Bouchaud and Marc Potters.

Port Melbourne, Australia :

Cambridge University Press,

2000.

©2003

1 online resource (xiii, 218 pages) :

illustrations

Includes bibliographical references and indexes.

"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.

Theory of financial risks.

0521782325

Finance.

Financial engineering.

Risk assessment.

Risk management.

Évaluation du risque.

Finances.

Gestion du risque.

Ingénierie financière.

BUSINESS & ECONOMICS-- Insurance-- Risk Assessment & Management.

Finance.

Financial engineering.

Risicobeheersing.

Risk assessment.

Risk management.

BUS-- 033070

Bouchaud, Jean-Philippe,1962-

Potters, Marc,1969-

20201203221115.0

pn

[Book]

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