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Theory of Financial Risk and Derivative Pricing
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Theory of Financial Risk and Derivative Pricing

by Jean-Philippe Bouchaud
No customer reviews yet ISBN 9780521741866
Published
Jan 2009
Language
English
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About this book

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.

Specifications

PublishedJan 22, 2009
ISBN-100521741866
ISBN-139780521741866
LanguageEnglish

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