Theory of Financial Risk and Derivative Pricing

Autor*innen

• Jean-Philippe Bouchaud
• Marc Potters

Parameter

• 400 Seiten
• 14 Lesestunden

• Finanzen
• Handel und Verkauf
• Ökonomie
• Wirtschaft

Mehr zum Buch

This expanded second edition focuses on risk control and derivative pricing, offering essential statistical tools for financial institutions. It covers stochastic processes, Monte-Carlo methods, and more, making it a key reference for graduate students, researchers in econophysics, and quantitative analysts in risk management and trading strategies.

• Sprache: Englisch
• Erscheinungsdatum: 2011
• Einband: Hardcover