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Theory of Financial Risk and Derivative Pricing - From Statistical Physics to Risk Management (Paperback, 2nd Revised edition)
Loot Price: R1,987
Discovery Miles 19 870
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Theory of Financial Risk and Derivative Pricing - From Statistical Physics to Risk Management (Paperback, 2nd Revised edition)
Expected to ship within 12 - 19 working days
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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.
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