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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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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Hardcover Feb 01, 2004. Zustand: gebraucht; gut. Hardcover ohne Schutzumschlag, mehrere Bleistiftmarkierungen radierbar. Artikel-Nr. 181-3-40
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Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Hardcover. Zustand: Brand New. 2nd edition. 400 pages. 10.00x7.00x0.75 inches. In Stock. Artikel-Nr. x-0521819164
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9780521819169
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Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: New. pp. 400 Illus. Artikel-Nr. 7695996
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