Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management download free [PDF and Ebook] by Jean Philippe Bouchaud

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management download free [PDF and Ebook] by Jean Philippe Bouchaud year 2009
  • Book name: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
  • Author: Jean Philippe Bouchaud
  • Release date: 2009/12/4
  • Publisher: CAMBRIDGE UNIVERSITY PRESS
  • Language: English
  • Genre or Collection: Reference
  • ISBN: 9780521741866
  • Rating: 8.28 of 10
  • Votes: 82
  • Review by: Keri Mark
  • Review rating: 7.63 of 10
  • Review Date: 2018/10/20
  • Total pages: 400
  • Includes a PDF summary of 46 pages
  • Description or summary of the book: Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
  • Estimated reading time (average reader): 19H
  • Other categories, genre or collection: Management Decision Making, Risk Assessment, Probability & Statistics, Budgeting & Financial Management, Physics Books, Statistical Physics, Economic Statistics, Management Of Real Estate, Property & Plant, Finance
  • Available formats: MobiPocket, DOC, TXT, EPUB, DOCX, WORD, RB, PDF. Compressed in CBR, RAR, LZ, IMG, ACE, ZIP
  • Download servers: FileTransfer.io, 4Shared, Load.to, MEGA, FreakShare, Uploaded
  • Format: Paperback
  • Approximate value: 70.25 USD
  • Dimensions: 175x248x20mm
  • Weight: 770g
  • Printed by: Not Available
  • Published in: Cambridge, United Kingdom
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