Theory of financial risk and derivative pricing :from statistical physics to risk management
- 作者: Bouchaud, Jean-Philippe,
- 其他作者: Potters, Marc, , Bouchaud, Jean-Philippe,
- 出版:
- 版本: Second edition.
- 稽核項: 1 online resource (xx, 379 pages) :illustrations.
- 標題: risk management. , Derivaten (financiën) , Derivative securities , Évaluation du risque. , Instruments dérivés (Finances) , Risk assessment. , Risk Assessment , Kreditmarkt , PricesMathematical models , InsuranceRisk Assessment & Management. , BUSINESS & ECONOMICS Insurance -- Risk Assessment & Management. , BUSINESS & ECONOMICS , Finance. , risk assessment. , PricesMathematical models. , PrixModèles mathématiques. , Instruments dérivés (Finances) Prix -- Modèles mathématiques. , Risikotheorie , Electronic books. , Finances. , finance. , Risk management. , Stochastische processen. , Ingénierie financière. , Risk Management , Gestion du risque. , Derivative securities Prices -- Mathematical models , Financial engineering. , Portfolio-theorie. , Derivative securities Prices -- Mathematical models.
- ISBN: 0511308485 , 9780511308482
- ISBN: 9780521819169 , 0521819164 , 9780521741866 , 0521741866
- 試查全文@TNUA:
- 附註: Revised edition of: Theory of financial risks. 2000. Includes bibliographical references and indexes.
- 摘要: Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control. This book will be of interest to physicists curious about finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=120696
- 系統號: 005321859
- 資料類型: 電子書
- 讀者標籤: 需登入
- 引用網址: 複製連結
Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control. This book will be of interest to physicists curious about finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.
來源: Google Book
來源: Google Book
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