Theory of financial risks : from statistical physics to risk management /

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"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 mark...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bouchaud, Jean-Philippe, 1962- (Autor), Potters, Marc, 1969- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York, NY ; Port Melbourne, Australia : Cambridge University Press, 2000.
Temas:
Finance.
Financial engineering.
Risk assessment.
Risk management.
Risk Assessment
Risk Management
Finances.
Ingénierie financière.
Évaluation du risque.
Gestion du risque.
finance.
risk assessment.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Finance
Financial engineering
Risk assessment
Risk management
Risicobeheersing.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Probability theory: basic notions
  • 2. Statistics of real prices
  • 3. Extreme risks and optimal portfolios
  • 4. Futures and options: fundamental concepts
  • 5. Options: some more specific problems.

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