Theory Of Financial Risk And Derivative Pricing - From Statistical Physics To Risk Management-..

Código: 127920 Marca: Cambridge University Press - Us

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... 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 ' ... addresses the expert who is interested in statistical properties of financial time series and the problem of constructing 'good' hedge strategies in the presence of unavoidable residual risk.' Zentralblatt fur Mathematik und ihre Grenzgebiete Mathematics Abstracts --This text refers to an out of print or unavailable edition of this title.

ISBN	9780521741866
Autor(a)	Bouchaud, Jean-Philippe
Editora	Cambridge University Press - US
Idioma	Inglês Britânico
Ano de edição	2009
Páginas	400
Acabamento	Brochura
Dimensões	24,40 X 17,30