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

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

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

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Language:Chinese.Paperback. Pub Date: 2009-1-1 Pages: 379 Publisher: Cambridge University Press Risk control and derivative pricing have become of majorconcern to financial institutions. and there is a real need foradequate statistical tools to measure and anticipate the amplitudeof the potential moves of the financial markets. Summarisingtheoretical developments in the field. this 2003 second edition hasbeen substantially expanded. Additional chapters now coverstochastic processes. Monte-Carlo methods. Black-Scholes theory. the theory of the yield curve. and Minority Game. There arediscussions on aspects of data analysis. financial products. non-linear correlations. and herding. feedback and agent basedmodels. This book has become a classic reference for graduatestudents and researchers working in econophysics and mathematicalfinance. and for quantitative analysts working o...