Al momento non sono disponibili copie per questo codice ISBN.Vedi tutte le copie di questo ISBN:
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
From reviews of the first edition: '... provides a very useful stepping stone to understand the limitations of the Black-Scholes world to that of a more generalized theory of financial markets ... Bouchard and Potters will then provide the reader with an insight and generalization that they may otherwise miss with direct application of more 'traditional' theory to the financial markets. To the experienced reader of financial theory, the book provides a useful reminder of the limitations of traditional theories and a number of useful tools that can be used in the more generalized world of financial risk.' David A. Scott C. Math. FIMA, Mathematics Today
'This book does not try to be a comprehensive text on theoretical finance, but instead picks out classical problems in finance that are overlooked by the generalizations introduced by beautiful, ideal models such as the Black and Scholes model and discusses tools, concepts and paradigms of statistical finance that can contribute to the resolution of such problems ... However, given the themes treated by the book and the expertise and knowledge of the authors, Theory of Financial Risks should certainly find a place on the bookshelves of professionals in risk management who are interested in new quantitative methods of risk minimization.' Rosario Mantegna, Institute of Physics
'The book is well written and self-contained ... It is recommended to anyone interested in a new and fresh approach to the dynamics of financial markets.' Journal of Statistical Physics
'The authors dutifully thread the relations between different financial securities and statistical estimation, rewarding the reader with an understanding that could never be obtained from a purely statistical text ... the feeling one is left with after putting the book down is one of time well spent.' Risk
'Coming to the data with fewer preconceptions than those with professional training in finance, and applying sophisticated tools, the authors offer fresh and valuable insights into financial markets.' Mathematical Reviews
'This is a terrific book. Some extremely exciting new ideas, questions, and techniques are coming from physics, and many were pioneered by the authors. This book will teach both academics and practitioners a new way of doing finance.' Xavier Gabaix, MIT
'An outstanding and original presentation of quantitative finance from a physics perspective.' Nassin Nicholas Taleb, Empirica LLC, author of Fooled by Randomness
'It is rare to read a quantitative finance book that has anything new to say. It is even rarer to find such a book written by those who know what they are talking about. Bouchaud and Potters are two of the most innovative, imaginative and experienced researches in finance. In this second edition of their ground-breaking work, they go even further into their field of econo-physics, a field that is changing the way we view the financial markets. Each page is packed with more ideas than most people put into an entire book. An inspirational book to be studied carefully and savoured.' Paul Wilmott
The substantially expanded 2003 second edition of this ground-breaking book summarizes theoretical developments in statistical tools to measure financial markets. A classic reference for graduate students and researchers working in econophysics, and professionals in the analytical markets.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Descrizione libro Condizione: Brand New. PAPERBACK,Book Condition New, International Edition. We Do not Ship APO FPO AND PO BOX. Cover Image & ISBN may be different from US edition but contents as US Edition. Printing in English language.NO CD AND ACCESS CODE. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Codice articolo ABEADH$NEW$5428
Descrizione libro Condizione: New. New. International edition. Different ISBN and Cover image but contents are same as US edition. Perfect condition. Customer satisfaction our priority. Codice articolo ABE-OCT-36464
Descrizione libro Condizione: Brand New. New. SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Customer Satisfaction guaranteed!!. Codice articolo SHUB36464
Descrizione libro Condizione: New. New. International edition. Different ISBN and Cover image but contents are same as US edition. Perfect condition. Customer satisfaction our priority. Codice articolo ABE-OCT-36465
Descrizione libro Condizione: Brand New. New. SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Customer Satisfaction guaranteed!!. Codice articolo SHUB36465
Descrizione libro Condizione: Brand New. Brand New Paperback International Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Codice articolo AINDN-5002
Descrizione libro CAMBERIDGE. PaperBack. Condizione: New. International. This is an International edition, ISBN and Cover image may different from US edition, Contents same as US edition Excellent Customer Service. New. Codice articolo 793
Descrizione libro Condizione: Brand New. New, SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Excellent Customer Service. Codice articolo ABEUSAOCT18-36464
Descrizione libro Condizione: Brand New. New, SoftCover International edition. Different ISBN and Cover image but contents are same as US edition. Excellent Customer Service. Codice articolo ABEUSAOCT18-36465
Descrizione libro Condizione: New. Brand New Paperback International Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship fro the US or other locations in India depending on your location and availability. Codice articolo AUSBNN-5002