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- catalog abstract ""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 takes a physicist's point of view to financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio, and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Jacket.".
- catalog contributor b11791612.
- catalog contributor b11791613.
- catalog created "2000.".
- catalog date "2000".
- catalog date "2000.".
- catalog dateCopyrighted "2000.".
- catalog description ""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 takes a physicist's point of view to financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio, and the problem of derivatives (forward contracts, options).".
- catalog description "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.".
- catalog description "Includes bibliographical references and indexes.".
- catalog description "This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Jacket.".
- catalog extent "xiii, 218 p. :".
- catalog identifier "0521782325".
- catalog issued "2000".
- catalog issued "2000.".
- catalog language "eng".
- catalog publisher "Cambridge ; New York, N.Y. : Cambridge University Press,".
- catalog subject "658.15/5 21".
- catalog subject "Finance.".
- catalog subject "Financial engineering.".
- catalog subject "HG101 .P68 2000".
- catalog subject "Risk assessment.".
- catalog subject "Risk management.".
- catalog tableOfContents "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.".
- catalog title "Theory of financial risks : from statistical physics to risk management / Marc Potters.".
- catalog type "text".