Jean-Philippe Bouchaud (Commissariat a l'Energie Atomique (CEA) Sa, Marc Potters

Broschiertes Buch

Theory of Financial Risk and Derivative Pricing

Beschreibung

The substantially expanded 2003 second edition of this ground-breaking book summarizes theoretical developments in statistical tools to measure financial markets. A classic reference for graduate students and researchers working in econophysics, and professionals in the analytical markets.

Autor

Jean-Philippe Bouchaud co-founded the company Science & Finance, which merged with Capital Fund Management (CFM) in 2000, where he now supervises the research team with Marc Potters. He teaches statistical mechanics and finance in various Grandes Écoles, and has worked at CRNS and CEA-Saclay. He was awarded the CRNS Silver Medal in 1996.

Produktdetails

• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 400
• Erscheinungstermin: 2. April 2019
• Englisch
• Abmessung: 254mm x 178mm x 22mm
• Gewicht: 770g
• ISBN-13: 9780521741866
• ISBN-10: 0521741866
• Artikelnr.: 25686337