000			01741nam a2200301 i 4500
999			_c6366 _d6366
001			90570
003			0000000000
005			20180215105235.0
008			060126s2003 000 0 eng d
020			_a0521819164
035			_a(AEA)1FCBEAEDE83A464598BA6A3B30E8EB94
040			_aAEA-IRC _cAEA-IRC _dAEA-IRC _erda
050			_aHG 101 _b.B66 2003
100	1		_aBouchaud, Jean-Philippe, _d1962- _921994
245	1	0	_aTheory of financial risk and derivative pricing : _bfrom statistical physics to risk management / _cJean-Philippe Bouchaud and Marc Potters.
250			_a2nd ed.
260			_aCambridge : _bCambridge University Press, _c2003.
264		1	_aCambridge : _bCambridge University Press, _c2003.
265			_aMGT
300			_axx, 379 p. : _bill. ; _c25 cm.
336			_atext _2rdacontent
338			_avolume _2rdacarrier
500			_aRev ed of: Theory of financial risk. 2000.
520			_aSummarizing 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.
650		7	_aFinance. _2sears _921987
650		7	_aFinancial engineering. _2sears _921995
650		7	_aRisk assessment. _2sears _921996
650		7	_aRisk management. _2sears _921582
700	1		_aPotters, Marc, _d1962- _tTheory of financial risks. _921997
942			_2lcc _cGS
984			_a044428 _blpg