ISBN: 9780521819169 - theory of financial risk and derivative pricing: from statistical physics to risk management (5 Ergebnisse)

Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.

Zustand: As New. Unread book in perfect condition.

Zustand: New. This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets. Num Pages: 400 pages, 20 tables. BIC Classification: KFF; KJMD; PBT; PHS. Category: (P) Professional & Vocational. Dimension: 247 x 174 x 22. Weight in Grams: 955. . 2003. 2nd Edition. hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Zustand: Brand New. 2nd edition. 400 pages. 10.00x7.00x0.75 inches. In Stock.

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.…