UID:
almafu_9959231095802883
Format:
1 online resource (234 p.)
Edition:
1st ed.
ISBN:
0-511-04623-5
,
0-511-15125-X
,
0-511-01028-1
Content:
This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. This book will be of interest to physicists, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.
Note:
Description based upon print version of record.
,
Preliminaries; Contents; Foreword; Preface; 1 Probability theory: basic notions; 2 Statistics of real prices; 3 Extreme risks and optimal portfolios; 4 Futures and options: fundamental concepts; 5 Options: some more specific problems; Short glossary of financial terms; Index of symbols; Index
,
English
Additional Edition:
ISBN 0-521-78232-5
Language:
English
Keywords:
Electronic books
URL:
FULL
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