|
Books > Business & Economics > Business & management > Management & management techniques > Management decision making
|
Buy Now
Theory of Financial Risk and Derivative Pricing - From Statistical Physics to Risk Management (Paperback, 2nd Revised edition)
Loot Price: R1,795
Discovery Miles 17 950
|
|
|
Theory of Financial Risk and Derivative Pricing - From Statistical Physics to Risk Management (Paperback, 2nd Revised edition)
Expected to ship within 12 - 17 working days
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
