[PDF.83yt] 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

[PDF.kd68] Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

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 | #1322184 in eBooks |  2003-12-11 |  2003-12-11 | File type: PDF

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||3 of 3 people found the following review helpful.| Excellent reference for Quantitative Finance, but difficult notation|By Mauricio Labadie|This is one of my favourite books in Quantitative Finance.

I agree with Paul Wilmott's back cover comment that this book has a plethora of ideas. I have one on my desk and another at home, and I check them frequently for new ideas.

The Econophysics flavour is defended| |"...thought-provoking...The feeling one is left with after putting the book down is one of time well spent."
Risk

"...the authors offer fresh and valuable insights into financial markets." -
Mathematical s

"The book is well

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...

You easily download any file type for your gadget.Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management   |  Jean-Philippe Bouchaud, Marc Potters. I was recommended this book by a dear friend of mine.

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