Theory of financial risk and derivative pricing : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- text
- volume
- 0521819164
- HG 101 .B66 2003
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
![]() |
DLSU-D GRADUATE STUDIES Graduate Studies | Graduate Studies | HG 101 .B66 2003 (Browse shelf(Opens below)) | Available | 3AEA0000288503 |
Browsing DLSU-D GRADUATE STUDIES shelves, Shelving location: Graduate Studies, Collection: Graduate Studies Close shelf browser (Hides shelf browser)
![]() |
![]() |
![]() |
![]() |
![]() |
![]() |
![]() |
||
HF 5718.2.U6 .T348 2017 Excellence in business communication / | HF5718.22 .G37 2016 Presentation skills for managers / | HF 5721 .R298 2018 Business communication : | HG 101 .B66 2003 Theory of financial risk and derivative pricing : | HG 103 .P46 2015 The Philosophy, politics and economics of finance in the 21st century : | HG 173 .C360 2015 Simulation techniques in financial risk management / | HG 173 .M682 2003 The economics of money, banking and financial markets / |
Rev ed of: Theory of financial risk. 2000.
Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks.
There are no comments on this title.