عنوان
پدید آورنده
موضوع
رده
HG101 .B68 2000
HG101
.
B68
2000
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0511010281
(Number (ISBN
0511030983
(Number (ISBN
0511046235
(Number (ISBN
051115125X
(Number (ISBN
9780511010286
(Number (ISBN
9780511030987
(Number (ISBN
9780511046230
(Number (ISBN
9780511151255
Erroneous ISBN
0521782325
Erroneous ISBN
9780521782326
NATIONAL BIBLIOGRAPHY NUMBER
Number
b737227
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Theory of financial risks :
General Material Designation
[Book]
Other Title Information
from statistical physics to risk management /
First Statement of Responsibility
Jean-Philippe Bouchaud and Marc Potters.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Port Melbourne, Australia :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
2000.
Date of Publication, Distribution, etc.
©2003
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiii, 218 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and indexes.
SUMMARY OR ABSTRACT
Text of Note
"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.
OTHER EDITION IN ANOTHER MEDIUM
Title
Theory of financial risks.
International Standard Book Number
0521782325
TOPICAL NAME USED AS SUBJECT
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.
(SUBJECT CATEGORY (Provisional
BUS-- 033070
DEWEY DECIMAL CLASSIFICATION
Number
658
.
15/5
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG101
Book number
.
B68
2000
PERSONAL NAME - PRIMARY RESPONSIBILITY
Bouchaud, Jean-Philippe,1962-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Potters, Marc,1969-
ORIGINATING SOURCE
Date of Transaction
20201203221115.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
