Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management - Image 1

£95.49

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

Name: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Brand: Cambridge University Press
Price: 90.75 GBP
Availability: InStock

Business Studies

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Most common price: £93 (46 days, 51.1%)

Price range: £90 - £106

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Description

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.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521819164
Category: Books > Subjects > Business, Finance & Law > Reference & Education > Business Studies
Domain: Amazon UK
Release Date: 11 December 2003
Listed Since: 05 February 2007

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

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