Theory of Financial Risk and Derivative Pricing - 9780521819169

Name: Theory of Financial Risk and Derivative Pricing
Brand: CAMBRIDGE UNIVERSITY PRESS
Price: 112.40 EUR
Author: Jean-Philippe Bouchaud
ISBN: 9780521819169

Un libro in lingua di Jean Bouchaud Philippe edito da CAMBRIDGE UNIVERSITY PRESS, 2003

€ 112.40
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Theory of Financial Risk and Derivative Pricing libro in lingua di Jean-Philippe Bouchaud

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.

Informazioni bibliografiche

Titolo del Libro in lingua: Theory of Financial Risk and Derivative Pricing
Autori : Jean Bouchaud Philippe
Editore: CAMBRIDGE UNIVERSITY PRESS
Data di Pubblicazione: 11 Dicembre '03
Genere: Lingua Inglese
EAN-13: 9780521819169