Theory of financial risks : from statistical physics to risk management

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. Of interest to physicists, quantitative analysts in financial institutions, risk managers and graduat...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Bouchaud, Jean-Philippe, Potters, Marc
Format: E-Book Buch
Sprache:Englisch
Veröffentlicht: Cambridge Cambridge University Press 2000
Cambridge Univ. Press
Ausgabe:1
Schlagworte:
Derivat
Entscheidung unter Risiko
Finance
Financial engineering
Optionspreistheorie
Portfolio-Management
Risk
Risk assessment
Risk management
Theorie
ISBN:9780521782326, 0521782325
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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. Of interest to physicists, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.
Bibliographie:Includes bibliographical references and indexes
ISBN:9780521782326
0521782325