The Resource Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters

Theory of financial risks : from statistical physics to risk management, Jean-Philippe Bouchaud and Marc Potters

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
Jean-Philippe Bouchaud and Marc Potters
Creator
Contributor
Author
Subject
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, Jean-Philippe Bouchaud and Marc Potters
Publication
Copyright
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

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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