Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management Год выпуска: 2009Автор: Jean-Philippe Bouchaud, Marc PottersИздательство: Страниц: 400ISBN: 0521741866Описание Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks. Theory of Financial Risk and Derivative Pricing summarises developments, some inspired by statistical physics, using which one can take into account more faithfully the real behaviour of financial markets for asset allocation, derivative pricing and hedging, and risk control.
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Наташа (Москва) Ирина, спасибо огромное! Все просто отлично!!!
