Theory of financial risks :: from statistical physics to risk management /
"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. The possibility of accessing and processing huge quantities of data on financial mark...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York, NY ; Port Melbourne, Australia :
Cambridge University Press,
2000.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | "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. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of 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."--Publisher's description |
| Beschreibung: | 1 online resource (xiii, 218 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and indexes. |
| ISBN: | 9780511010286 0511010281 9780511030987 0511030983 9780511151255 051115125X 9780511046230 0511046235 |
Internformat
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocm51202833 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 021210t20002003enka ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e rda |e pn |c N$T |d YDXCP |d OCLCG |d OCLCQ |d TUU |d OCLCQ |d TNF |d OCLCQ |d REDDC |d CO3 |d EBLCP |d DKDLA |d ADU |d E7B |d MHW |d OCLCO |d DEBSZ |d FVL |d ZCU |d OCLCQ |d NLGGC |d OCLCQ |d OCLCF |d FTU |d AZK |d COCUF |d AGLDB |d OCLCQ |d CNNOR |d MERUC |d WY@ |d U3W |d OCLCA |d LUE |d BRL |d STF |d WRM |d OCLCQ |d VTS |d NRAMU |d ICG |d INT |d VT2 |d TOF |d OCLCQ |d WYU |d A6Q |d DKC |d OCLCQ |d K6U |d OCLCQ |d UKCRE |d BOL |d VLY |d AJS |d UKEHC |d OCLCO |d OCLCQ |d OCLCO |d OCLCL |d OCLCQ | ||
| 019 | |a 56727900 |a 70738663 |a 488726438 |a 614587673 |a 646707953 |a 697771698 |a 722111844 |a 727989186 |a 888720802 |a 961631166 |a 961687733 |a 962591084 |a 962675452 |a 988538780 |a 1037426677 |a 1037792208 |a 1038675243 |a 1045460480 |a 1053267943 |a 1055405306 |a 1076307991 |a 1114441228 |a 1153461006 |a 1162231558 |a 1200059243 |a 1228540923 |a 1290074933 |a 1300448829 | ||
| 020 | |a 9780511010286 |q (electronic bk.) | ||
| 020 | |a 0511010281 |q (electronic bk.) | ||
| 020 | |a 9780511030987 |q (electronic bk. ; |q Adobe Reader) | ||
| 020 | |a 0511030983 |q (electronic bk. ; |q Adobe Reader) | ||
| 020 | |a 9780511151255 |q (electronic bk.) | ||
| 020 | |a 051115125X |q (electronic bk.) | ||
| 020 | |a 9780511046230 |q (electronic bk.) | ||
| 020 | |a 0511046235 |q (electronic bk.) | ||
| 020 | |z 9780521782326 |q (hbk.) | ||
| 020 | |z 0521782325 |q (hbk.) | ||
| 035 | |a (OCoLC)51202833 |z (OCoLC)56727900 |z (OCoLC)70738663 |z (OCoLC)488726438 |z (OCoLC)614587673 |z (OCoLC)646707953 |z (OCoLC)697771698 |z (OCoLC)722111844 |z (OCoLC)727989186 |z (OCoLC)888720802 |z (OCoLC)961631166 |z (OCoLC)961687733 |z (OCoLC)962591084 |z (OCoLC)962675452 |z (OCoLC)988538780 |z (OCoLC)1037426677 |z (OCoLC)1037792208 |z (OCoLC)1038675243 |z (OCoLC)1045460480 |z (OCoLC)1053267943 |z (OCoLC)1055405306 |z (OCoLC)1076307991 |z (OCoLC)1114441228 |z (OCoLC)1153461006 |z (OCoLC)1162231558 |z (OCoLC)1200059243 |z (OCoLC)1228540923 |z (OCoLC)1290074933 |z (OCoLC)1300448829 | ||
| 050 | 4 | |a HG101 |b .B68 2000 | |
| 072 | 7 | |a BUS |x 033070 |2 bisacsh | |
| 082 | 7 | |a 658.15/5 |2 21 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Bouchaud, Jean-Philippe, |d 1962- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJw8Xvv9Q8qRdmKkjhhj4q | |
| 245 | 1 | 0 | |a Theory of financial risks : |b from statistical physics to risk management / |c Jean-Philippe Bouchaud and Marc Potters. |
| 264 | 1 | |a Cambridge ; |a New York, NY ; |a Port Melbourne, Australia : |b Cambridge University Press, |c 2000. | |
| 264 | 4 | |c ©2003 | |
| 300 | |a 1 online resource (xiii, 218 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 340 | |g polychrome. |2 rdacc |0 http://rdaregistry.info/termList/RDAColourContent/1003 | ||
| 347 | |a data file | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | 0 | |g 1. |t Probability theory: basic notions -- |g 2. |t Statistics of real prices -- |g 3. |t Extreme risks and optimal portfolios -- |g 4. |t Futures and options: fundamental concepts -- |g 5. |t Options: some more specific problems. |
| 520 | |a "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. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of 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."--Publisher's description | ||
| 588 | 0 | |a Print version record and online resource. | |
| 546 | |a English. | ||
| 650 | 0 | |a Finance. |0 http://id.loc.gov/authorities/subjects/sh85048256 | |
| 650 | 0 | |a Financial engineering. |0 http://id.loc.gov/authorities/subjects/sh91003887 | |
| 650 | 0 | |a Risk assessment. |0 http://id.loc.gov/authorities/subjects/sh87002638 | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 2 | |a Risk Assessment |0 https://id.nlm.nih.gov/mesh/D018570 | |
| 650 | 2 | |a Risk Management |0 https://id.nlm.nih.gov/mesh/D012308 | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 6 | |a Évaluation du risque. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a risk assessment. |2 aat | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 7 | |a Risk assessment |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 1 | 7 | |a Risicobeheersing. |2 gtt |
| 700 | 1 | |a Potters, Marc, |d 1969- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjKrBYHXxTygGPDCMphyh3 |0 http://id.loc.gov/authorities/names/nr94012169 | |
| 776 | 0 | 8 | |i Print version: |a Bouchaud, Jean-Philippe, 1962- |t Theory of financial risks. |d Cambridge [England] ; New York : Cambridge University Press, 2000 |z 0521782325 |w (DLC) 00020325 |w (OCoLC)43323634 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73150 |3 Volltext |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL143920 | ||
| 938 | |a EBSCOhost |b EBSC |n 73150 | ||
| 938 | |a YBP Library Services |b YANK |n 2299978 | ||
| 938 | |a YBP Library Services |b YANK |n 2826093 | ||
| 938 | |a YBP Library Services |b YANK |n 3687775 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocm51202833 |
|---|---|
| _version_ | 1816881603677257728 |
| adam_text | |
| any_adam_object | |
| author | Bouchaud, Jean-Philippe, 1962- Potters, Marc, 1969- |
| author_GND | http://id.loc.gov/authorities/names/nr94012169 |
| author_facet | Bouchaud, Jean-Philippe, 1962- Potters, Marc, 1969- |
| author_role | aut aut |
| author_sort | Bouchaud, Jean-Philippe, 1962- |
| author_variant | j p b jpb m p mp |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG101 |
| callnumber-raw | HG101 .B68 2000 |
| callnumber-search | HG101 .B68 2000 |
| callnumber-sort | HG 3101 B68 42000 |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBA |
| contents | Probability theory: basic notions -- Statistics of real prices -- Extreme risks and optimal portfolios -- Futures and options: fundamental concepts -- Options: some more specific problems. |
| ctrlnum | (OCoLC)51202833 |
| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05932cam a2200817 i 4500</leader><controlfield tag="001">ZDB-4-EBA-ocm51202833 </controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">021210t20002003enka ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">N$T</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">N$T</subfield><subfield code="d">YDXCP</subfield><subfield code="d">OCLCG</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">TUU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">TNF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">REDDC</subfield><subfield code="d">CO3</subfield><subfield code="d">EBLCP</subfield><subfield code="d">DKDLA</subfield><subfield code="d">ADU</subfield><subfield code="d">E7B</subfield><subfield code="d">MHW</subfield><subfield code="d">OCLCO</subfield><subfield code="d">DEBSZ</subfield><subfield code="d">FVL</subfield><subfield code="d">ZCU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">NLGGC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCF</subfield><subfield code="d">FTU</subfield><subfield code="d">AZK</subfield><subfield code="d">COCUF</subfield><subfield code="d">AGLDB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">CNNOR</subfield><subfield code="d">MERUC</subfield><subfield code="d">WY@</subfield><subfield code="d">U3W</subfield><subfield code="d">OCLCA</subfield><subfield code="d">LUE</subfield><subfield code="d">BRL</subfield><subfield code="d">STF</subfield><subfield code="d">WRM</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">VTS</subfield><subfield code="d">NRAMU</subfield><subfield code="d">ICG</subfield><subfield code="d">INT</subfield><subfield code="d">VT2</subfield><subfield code="d">TOF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">WYU</subfield><subfield code="d">A6Q</subfield><subfield code="d">DKC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">K6U</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">UKCRE</subfield><subfield code="d">BOL</subfield><subfield code="d">VLY</subfield><subfield code="d">AJS</subfield><subfield code="d">UKEHC</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield><subfield code="d">OCLCQ</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">56727900</subfield><subfield code="a">70738663</subfield><subfield code="a">488726438</subfield><subfield code="a">614587673</subfield><subfield code="a">646707953</subfield><subfield code="a">697771698</subfield><subfield code="a">722111844</subfield><subfield code="a">727989186</subfield><subfield code="a">888720802</subfield><subfield code="a">961631166</subfield><subfield code="a">961687733</subfield><subfield code="a">962591084</subfield><subfield code="a">962675452</subfield><subfield code="a">988538780</subfield><subfield code="a">1037426677</subfield><subfield code="a">1037792208</subfield><subfield code="a">1038675243</subfield><subfield code="a">1045460480</subfield><subfield code="a">1053267943</subfield><subfield code="a">1055405306</subfield><subfield code="a">1076307991</subfield><subfield code="a">1114441228</subfield><subfield code="a">1153461006</subfield><subfield code="a">1162231558</subfield><subfield code="a">1200059243</subfield><subfield code="a">1228540923</subfield><subfield code="a">1290074933</subfield><subfield code="a">1300448829</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511010286</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511010281</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511030987</subfield><subfield code="q">(electronic bk. ;</subfield><subfield code="q">Adobe Reader)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511030983</subfield><subfield code="q">(electronic bk. ;</subfield><subfield code="q">Adobe Reader)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511151255</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">051115125X</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511046230</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511046235</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780521782326</subfield><subfield code="q">(hbk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0521782325</subfield><subfield code="q">(hbk.)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)51202833</subfield><subfield code="z">(OCoLC)56727900</subfield><subfield code="z">(OCoLC)70738663</subfield><subfield code="z">(OCoLC)488726438</subfield><subfield code="z">(OCoLC)614587673</subfield><subfield code="z">(OCoLC)646707953</subfield><subfield code="z">(OCoLC)697771698</subfield><subfield code="z">(OCoLC)722111844</subfield><subfield code="z">(OCoLC)727989186</subfield><subfield code="z">(OCoLC)888720802</subfield><subfield code="z">(OCoLC)961631166</subfield><subfield code="z">(OCoLC)961687733</subfield><subfield code="z">(OCoLC)962591084</subfield><subfield code="z">(OCoLC)962675452</subfield><subfield code="z">(OCoLC)988538780</subfield><subfield code="z">(OCoLC)1037426677</subfield><subfield code="z">(OCoLC)1037792208</subfield><subfield code="z">(OCoLC)1038675243</subfield><subfield code="z">(OCoLC)1045460480</subfield><subfield code="z">(OCoLC)1053267943</subfield><subfield code="z">(OCoLC)1055405306</subfield><subfield code="z">(OCoLC)1076307991</subfield><subfield code="z">(OCoLC)1114441228</subfield><subfield code="z">(OCoLC)1153461006</subfield><subfield code="z">(OCoLC)1162231558</subfield><subfield code="z">(OCoLC)1200059243</subfield><subfield code="z">(OCoLC)1228540923</subfield><subfield code="z">(OCoLC)1290074933</subfield><subfield code="z">(OCoLC)1300448829</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG101</subfield><subfield code="b">.B68 2000</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">033070</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">658.15/5</subfield><subfield code="2">21</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bouchaud, Jean-Philippe,</subfield><subfield code="d">1962-</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PBJw8Xvv9Q8qRdmKkjhhj4q</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Theory of financial risks :</subfield><subfield code="b">from statistical physics to risk management /</subfield><subfield code="c">Jean-Philippe Bouchaud and Marc Potters.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge ;</subfield><subfield code="a">New York, NY ;</subfield><subfield code="a">Port Melbourne, Australia :</subfield><subfield code="b">Cambridge University Press,</subfield><subfield code="c">2000.</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xiii, 218 pages) :</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="340" ind1=" " ind2=" "><subfield code="g">polychrome.</subfield><subfield code="2">rdacc</subfield><subfield code="0">http://rdaregistry.info/termList/RDAColourContent/1003</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">data file</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and indexes.</subfield></datafield><datafield tag="505" ind1="0" ind2="0"><subfield code="g">1.</subfield><subfield code="t">Probability theory: basic notions --</subfield><subfield code="g">2.</subfield><subfield code="t">Statistics of real prices --</subfield><subfield code="g">3.</subfield><subfield code="t">Extreme risks and optimal portfolios --</subfield><subfield code="g">4.</subfield><subfield code="t">Futures and options: fundamental concepts --</subfield><subfield code="g">5.</subfield><subfield code="t">Options: some more specific problems.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">"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. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of 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."--Publisher's description</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record and online resource.</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">English.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Finance.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85048256</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Financial engineering.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh91003887</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Risk assessment.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh87002638</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Risk management.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85114200</subfield></datafield><datafield tag="650" ind1=" " ind2="2"><subfield code="a">Risk Assessment</subfield><subfield code="0">https://id.nlm.nih.gov/mesh/D018570</subfield></datafield><datafield tag="650" ind1=" " ind2="2"><subfield code="a">Risk Management</subfield><subfield code="0">https://id.nlm.nih.gov/mesh/D012308</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Finances.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Ingénierie financière.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Évaluation du risque.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Gestion du risque.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">finance.</subfield><subfield code="2">aat</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">risk assessment.</subfield><subfield code="2">aat</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">risk management.</subfield><subfield code="2">aat</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Insurance</subfield><subfield code="x">Risk Assessment & Management.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Financial engineering</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risk assessment</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risk management</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Risicobeheersing.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Potters, Marc,</subfield><subfield code="d">1969-</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjKrBYHXxTygGPDCMphyh3</subfield><subfield code="0">http://id.loc.gov/authorities/names/nr94012169</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Bouchaud, Jean-Philippe, 1962-</subfield><subfield code="t">Theory of financial risks.</subfield><subfield code="d">Cambridge [England] ; New York : Cambridge University Press, 2000</subfield><subfield code="z">0521782325</subfield><subfield code="w">(DLC) 00020325</subfield><subfield code="w">(OCoLC)43323634</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73150</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBL - Ebook Library</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL143920</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">73150</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2299978</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2826093</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">3687775</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocm51202833 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:15:21Z |
| institution | BVB |
| isbn | 9780511010286 0511010281 9780511030987 0511030983 9780511151255 051115125X 9780511046230 0511046235 |
| language | English |
| oclc_num | 51202833 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xiii, 218 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Cambridge University Press, |
| record_format | marc |
| spelling | Bouchaud, Jean-Philippe, 1962- author. https://id.oclc.org/worldcat/entity/E39PBJw8Xvv9Q8qRdmKkjhhj4q Theory of financial risks : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters. Cambridge ; New York, NY ; Port Melbourne, Australia : Cambridge University Press, 2000. ©2003 1 online resource (xiii, 218 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 data file Includes bibliographical references and indexes. 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. "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. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of 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."--Publisher's description Print version record and online resource. English. Finance. http://id.loc.gov/authorities/subjects/sh85048256 Financial engineering. http://id.loc.gov/authorities/subjects/sh91003887 Risk assessment. http://id.loc.gov/authorities/subjects/sh87002638 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Assessment https://id.nlm.nih.gov/mesh/D018570 Risk Management https://id.nlm.nih.gov/mesh/D012308 Finances. Ingénierie financière. Évaluation du risque. Gestion du risque. finance. aat risk assessment. aat risk management. aat BUSINESS & ECONOMICS Insurance Risk Assessment & Management. bisacsh Finance fast Financial engineering fast Risk assessment fast Risk management fast Risicobeheersing. gtt Potters, Marc, 1969- author. https://id.oclc.org/worldcat/entity/E39PCjKrBYHXxTygGPDCMphyh3 http://id.loc.gov/authorities/names/nr94012169 Print version: Bouchaud, Jean-Philippe, 1962- Theory of financial risks. Cambridge [England] ; New York : Cambridge University Press, 2000 0521782325 (DLC) 00020325 (OCoLC)43323634 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73150 Volltext |
| spellingShingle | Bouchaud, Jean-Philippe, 1962- Potters, Marc, 1969- Theory of financial risks : from statistical physics to risk management / Probability theory: basic notions -- Statistics of real prices -- Extreme risks and optimal portfolios -- Futures and options: fundamental concepts -- Options: some more specific problems. Finance. http://id.loc.gov/authorities/subjects/sh85048256 Financial engineering. http://id.loc.gov/authorities/subjects/sh91003887 Risk assessment. http://id.loc.gov/authorities/subjects/sh87002638 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Assessment https://id.nlm.nih.gov/mesh/D018570 Risk Management https://id.nlm.nih.gov/mesh/D012308 Finances. Ingénierie financière. Évaluation du risque. Gestion du risque. finance. aat risk assessment. aat risk management. aat BUSINESS & ECONOMICS Insurance Risk Assessment & Management. bisacsh Finance fast Financial engineering fast Risk assessment fast Risk management fast Risicobeheersing. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048256 http://id.loc.gov/authorities/subjects/sh91003887 http://id.loc.gov/authorities/subjects/sh87002638 http://id.loc.gov/authorities/subjects/sh85114200 https://id.nlm.nih.gov/mesh/D018570 https://id.nlm.nih.gov/mesh/D012308 |
| title | Theory of financial risks : from statistical physics to risk management / |
| title_alt | Probability theory: basic notions -- Statistics of real prices -- Extreme risks and optimal portfolios -- Futures and options: fundamental concepts -- Options: some more specific problems. |
| title_auth | Theory of financial risks : from statistical physics to risk management / |
| title_exact_search | Theory of financial risks : from statistical physics to risk management / |
| title_full | Theory of financial risks : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters. |
| title_fullStr | Theory of financial risks : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters. |
| title_full_unstemmed | Theory of financial risks : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters. |
| title_short | Theory of financial risks : |
| title_sort | theory of financial risks from statistical physics to risk management |
| title_sub | from statistical physics to risk management / |
| topic | Finance. http://id.loc.gov/authorities/subjects/sh85048256 Financial engineering. http://id.loc.gov/authorities/subjects/sh91003887 Risk assessment. http://id.loc.gov/authorities/subjects/sh87002638 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Risk Assessment https://id.nlm.nih.gov/mesh/D018570 Risk Management https://id.nlm.nih.gov/mesh/D012308 Finances. Ingénierie financière. Évaluation du risque. Gestion du risque. finance. aat risk assessment. aat risk management. aat BUSINESS & ECONOMICS Insurance Risk Assessment & Management. bisacsh Finance fast Financial engineering fast Risk assessment fast Risk management fast Risicobeheersing. gtt |
| topic_facet | Finance. Financial engineering. Risk assessment. Risk management. Risk Assessment Risk Management Finances. Ingénierie financière. Évaluation du risque. Gestion du risque. finance. risk assessment. risk management. BUSINESS & ECONOMICS Insurance Risk Assessment & Management. Finance Financial engineering Risk assessment Risk management Risicobeheersing. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=73150 |
| work_keys_str_mv | AT bouchaudjeanphilippe theoryoffinancialrisksfromstatisticalphysicstoriskmanagement AT pottersmarc theoryoffinancialrisksfromstatisticalphysicstoriskmanagement |