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

Bouchaud, Jean-Philippe; Potters, Marc

 
9780521819169: Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Inhaltsangabe

This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets.

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Über die Autorin bzw. den Autor

Jean-Philippe Bouchaud co-founded the company Science & Finance, which merged with Capital Fund Management (CFM) in 2000, where he now supervises the research team with Marc Potters. He teaches statistical mechanics and finance in various Grandes Écoles, and has worked at CRNS and CEA-Saclay. He was awarded the CRNS Silver Medal in 1996.

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