logo
Product categories

EbookNice.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link.  https://ebooknice.com/page/post?id=faq


We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.


For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookNice Team

(Ebook) Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management by Jean-Philippe Bouchaud, Marc Potters ISBN 9780521819169, 0521819164

  • SKU: EBN-1403870
Zoomable Image
$ 32 $ 40 (-20%)

Status:

Available

4.6

14 reviews
Instant download (eBook) Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management after payment.
Authors:Jean-Philippe Bouchaud, Marc Potters
Pages:200 pages.
Year:2004
Editon:2
Publisher:Cambridge University Press
Language:english
File Size:38.71 MB
Format:pdf
ISBNS:9780521819169, 0521819164
Categories: Ebooks

Product desciption

(Ebook) Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management by Jean-Philippe Bouchaud, Marc Potters ISBN 9780521819169, 0521819164

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. First edition Hb (2000): 0-521-78232-5
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

Related Products