From Statistical Physics to Risk Management
Hardback
Publication Date: 11/12/2003
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
- ISBN:
- 9780521819169
- 9780521819169
- Category:
- Statistical physics
- Format:
- Hardback
- Publication Date:
- 11-12-2003
- Language:
- English
- Publisher:
- Cambridge University Press
- Country of origin:
- United Kingdom
- Edition:
- 2nd Edition
- Pages:
- 400
- Dimensions (mm):
- 254x178x22mm
- Weight:
- 0.91kg
Click 'Notify Me' to get an email alert when this item becomes available
Great!
Click on Save to My Library / Lists
Click on Save to My Library / Lists
Select the List you'd like to categorise as, or add your own
Here you can mark if you have read this book, reading it or want to read
Awesome! You added your first item into your Library
Great! The fun begins.
Click on My Library / My Lists and I will take you there
Click on My Library / My Lists and I will take you there
Reviews
Be the first to review Theory of Financial Risk and Derivative Pricing.
Share This Book: