Theory of financial risk and derivative pricing : from statistical physics to risk management

By:

Bouchaud, Jean-Philippe

Contributor(s):

Potters, Marc

Material type: Book

BookPublication details: Cambridge: Cambridge University Press, 2003.Edition: 2nd edDescription: xx, 379 p.: ill.; 26 cmISBN:

9780521741866

DDC classification:

658.155 BOU

Online resources:

List(s) this item appears in: Finance

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	658.155 BOU (Browse shelf(Opens below))	Available		004336

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-BOOK JACKET.

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