Theory of financial risks :from statistical physics to risk management
- 作者: Bouchaud, Jean-Philippe,
- 其他作者: Potters, Marc,
- 出版:
- 稽核項: 1 online resource (xiii, 218 pages) :illustrations.
- 標題: Finance. , finance. , Risicobeheersing. , Risk management. , Risk assessment. , Risk Assessment , Gestion du risque. , Electronic books. , Ingénierie financière. , Risk Management , Évaluation du risque. , Finances. , InsuranceRisk Assessment & Management. , Financial engineering. , risk management. , BUSINESS & ECONOMICS Insurance -- Risk Assessment & Management. , BUSINESS & ECONOMICS , risk assessment.
- ISBN: 0511046235 , 9780511046230
- ISBN: 9780521782326 , 0521782325
- 試查全文@TNUA:
- 附註: Includes bibliographical references and indexes.
- 摘要: "This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Publisher's description.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73150
- 系統號: 005299554
- 資料類型: 電子書
- 讀者標籤: 需登入
- 引用網址: 複製連結
"This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Publisher's description.
來源: Google Book
來源: Google Book
評分
