Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management - Softcover

Bouchaud, Jean-Philippe

 
9780521741866: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Softcover
ISBN 10: 0521741866 ISBN 13: 9780521741866
Publisher: Cambridge University Press, 2009

Synopsis

This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets.

"synopsis" may belong to another edition of this title.

About the Authors

Jean-Philippe Bouchaud co-founded the company Science & Finance, which merged with Capital Fund Management (CFM) in 2000, where he now supervises the research team with Marc Potters. He teaches statistical mechanics and finance in various Grandes Écoles, and has worked at CRNS and CEA-Saclay. He was awarded the CRNS Silver Medal in 1996.

Marc Potters has been Head of Research at CFM since 1998, where he supervises thirty physics PhD's. He has published numerous articles in the new field of statistical finance, in particular on Random Matrix Theory applied to portfolio management. He works on various concrete applications of financial forecasting, option pricing and risk control.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2009
Language
English
ISBN 10 
0521741866
ISBN 13 
9780521741866
Binding
Paperback
Edition number
2
Number of pages
400