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Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Posted By : Alexpal | Date : 03 Jun 2022 13:10 | Comments : 5
"- О! Причем тут деньги! Такая ночь и вдруг какие-то деньги." (C) /Ильф и Петров. 12 стульев/

Думается мне, Киса все-таки был не прав. С этими "маленькими золотыми кружочками" надо обращаться поосторожнее :). А вы как думаете, господа банкиры и финансисты? Если так же, то эта книженция для вас - вкладывайте деньги с умом :).

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
by Jean-Philippe Bouchaud, Marc Potters

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.

400 pages
Publisher: Cambridge University Press; 2 edition (December 11, 2021)
Language: English
ISBN: 0521819164
DjVu. 3 Mb.

Posted By: zoroaster Date: 04 Jun 2022 02:54
Posted By: Alexpal Date: 04 Jun 2022 04:14
All right. Press "Free" button in bottom page and wait... After 50-70 seconds you will see link.
Posted By: freewings2x2 Date: 15 Jun 2022 07:50
thanks for sharing.
Posted By: gromoboi Date: 17 Jun 2022 22:56
Bol'shushee spasibo!!!! pobol'she knig po finansam!!

p.s. uzhe 2oi den' kak ya nashel Avaxhome.... ne ponimayu kak ya bez nego mog zhit' :)
Posted By: xJohn Date: 24 Jul 2022 14:28
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