Theory of Financial Risk and Derivative Pricing
Jean-Philippe Bouchaud, Marc Potters
Language: English
Published by Cambridge University Press, GB, 2009
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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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.
Seller Inventory # LU-9780521741866
- Title
- Theory of Financial Risk and Derivative Pricing
- Author
- Jean-Philippe Bouchaud, Marc Potters
- Publisher
- Cambridge University Press, GB
- Publication year
- 2009
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521741866
- ISBN 13
- 9780521741866
- Edition
- 2nd Edition
- Item weight
- 790 grams
- Dimensions
- 17.78 x 2.31 x 25.4 cm
"Synopsis" may belong to another edition of this title.
About the Author
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 the title" may belong to another edition of this title.
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