The Resource Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters
Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters
 Summary
 "This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."Publisher's description
 Language
 eng
 Extent
 1 online resource (xiii, 218 pages)
 Contents

 5.
 Options: some more specific problems
 1.
 Probability theory: basic notions
 2.
 Statistics of real prices
 3.
 Extreme risks and optimal portfolios
 4.
 Futures and options: fundamental concepts
 Isbn
 9780511010286
 Label
 Theory of financial risks : from statistical physics to risk management
 Title
 Theory of financial risks
 Title remainder
 from statistical physics to risk management
 Statement of responsibility
 JeanPhilippe Bouchaud and Marc Potters
 Language
 eng
 Summary
 "This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."Publisher's description
 Cataloging source
 N$T
 Dewey number
 658.15/5
 Illustrations
 illustrations
 Index
 index present
 LC call number
 HG101
 LC item number
 .B68 2000
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 Label
 Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters
 Bibliography note
 Includes bibliographical references and indexes
 http://library.link/vocab/branchCode

 net
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents

 5.
 Options: some more specific problems
 1.
 Probability theory: basic notions
 2.
 Statistics of real prices
 3.
 Extreme risks and optimal portfolios
 4.
 Futures and options: fundamental concepts
 Control code
 ocm51202833
 Dimensions
 unknown
 Extent
 1 online resource (xiii, 218 pages)
 Form of item
 online
 Isbn
 9780511010286
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other physical details
 illustrations
 http://library.link/vocab/ext/overdrive/overdriveId
 ebl143920
 http://library.link/vocab/recordID
 .b36034551
 Specific material designation
 remote
 System control number

 (OCoLC)51202833
 acaebk0511010281
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.deakin.edu.au/portal/Theoryoffinancialrisksfromstatistical/LFUSDJXc8Lo/" typeof="CreativeWork http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.deakin.edu.au/portal/Theoryoffinancialrisksfromstatistical/LFUSDJXc8Lo/">Theory of financial risks : from statistical physics to risk management, JeanPhilippe Bouchaud and Marc Potters</a></span>  <span property="offers" typeOf="Offer"><span property="offeredBy" typeof="Library ll:Library" resource="http://link.library.deakin.edu.au/#Deakin%20University%20Library"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.deakin.edu.au/">Deakin University Library</a></span></span></span></span></div>