Theory of financial risk and derivative pricing : from statistical physics to risk management /

Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, howev...

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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 : Cambridge University Press, 2003.
Edición:Second edition.
Temas:
Finance.
Financial engineering.
Derivative securities > Prices > Mathematical models.
Risk assessment.
Risk management.
Risk Assessment
Risk Management
Finances.
Ingénierie financière.
Évaluation du risque.
Gestion du risque.
Instruments dérivés (Finances) > Prix > Modèles mathématiques.
finance.
risk assessment.
risk management.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Finance
Financial engineering
Derivative securities > Prices > Mathematical models
Risk assessment
Risk management
Kreditmarkt
Risikotheorie
Portfolio-theorie.
Derivaten (financiën)
Stochastische processen.
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