Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management by Bouchaud Jean-Philippe Potters Marc
Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Bouchaud Jean-Philippe Potters Marc

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

Bouchaud Jean-Philippe Potters Marc

401 pages first pub 2014 (editions)

nonfiction business economics medium-paced
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Description

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 ...

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