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...

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Hlavní autoři: Bouchaud, Jean-Philippe, Potters, Marc
Médium: E-kniha Kniha
Jazyk:angličtina
Vydáno: Cambridge Cambridge University Press 2000
Cambridge Univ. Press
Vydání:1
Témata:
Derivat
Entscheidung unter Risiko
Finance
Financial engineering
Optionspreistheorie
Portfolio-Management
Risk
Risk assessment
Risk management
Theorie
ISBN:9780521782326, 0521782325
On-line přístup:Získat plný text
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Shrnutí: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.
Bibliografie:Includes bibliographical references and indexes
ISBN:9780521782326
0521782325