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Theory of Financial Risk and Derivative Pricing - , Marc Potters

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Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarises recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control.

Author: Bouchaud, Jean-Philippe
Author: Potters, Marc
Publisher: Cambridge University Press
Illustration: N
Language: ENG
Title: Theory of Financial Risk and Derivative Pricing
Pages: 00400 (Encrypted PDF)
On Sale: 1999-12-10
SKU-13/ISBN: 9780521819169
Category: Business & Economics : Corporate Finance


(ID 109828897)

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