دانلود کتاب Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Name: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Availability: InStock
Author: Jean-Philippe Bouchaud
ISBN: 9780521819169, 0521819164

by Jean-Philippe Bouchaud, Marc Potters

عنوان فارسی: نظریه از خطرات مالی و قیمت گذاری مشتق: از فیزیک آماری به مدیریت ریسک
ناشر: Cambridge University Press
سال: 2004
ویرایش: 2
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 200-200
شابک: 9780521819169, 0521819164
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 39.00 مگابایت

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جزییات کتاب

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. First edition Hb (2000): 0-521-78232-5