Bouchaud, Jean-Philippe,  1962- <br/><br/>
Theory of financial risk and derivative pricing  from statistical physics to risk management /  [electronic resource] : 
Jean-Philippe Bouchaud and Marc Potters. 
 - 2nd ed. 
 - Cambridge, UK ;  New York :  Cambridge University Press,  2009, c2003. 
 - 1 online resource (1 v.) :  ill. 
<br/><br/> Rev. ed. of: Theory of financial risks. 2000. 
<br/><br/>Includes bibliographical references and indexes. 
<br/><br/>Probability theory : basic notions -- Maximum and addition of random variables -- Continuous time limit, Ito calculus and path integrals --  Analysis of empirical data -- Financial products and financial markets -- Statistics of real prices : basic results -- Non-linear correlations and volatility fluctuations -- Skewness and price-volatility correlations -- Cross-correlations -- Risk measures -- Extreme correlations and variety -- Optimal portfolios -- Futures and options : fundamental concepts -- Options : hedging and residual risk -- Options : the role of drift and correlations -- Options : the Black and Scholes model -- Options : some more specific problems -- Options : minimum variance Monte-Carlo -- The yield curve -- Simple mechanisms for anomalous price statistics. 
<br/><br/><label>ISBN: </label>
<br/><br/><label>Source: </label>CL0500000294  Safari Books Online 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance.<br/>Financial engineering.<br/>Risk assessment.<br/>Risk management.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.