Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management 2nd Edition

3.3 out of 5 stars 14 ratings
ISBN-13: 978-0521819169
ISBN-10: 0521819164
Why is ISBN important?
ISBN
This bar-code number lets you verify that you're getting exactly the right version or edition of a book. The 13-digit and 10-digit formats both work.
Scan an ISBN with your phone
Use the Amazon App to scan ISBNs and compare prices.
Have one to sell?
<Embed>
Loading your book clubs
There was a problem loading your book clubs. Please try again.
Not in a club? Learn more
Amazon book clubs early access

Join or create book clubs

Choose books together

Track your books
Bring your club to Amazon Book Clubs, start a new book club and invite your friends to join, or find a club that’s right for you for free.
Condition: Used: Like New
Comment: A copy that has been read, but remains in excellent condition. Pages are intact and are not marred by notes or highlighting. The spine remains undamaged. Used items may not include supplementary materials such as CDs or access codes. Like New Condition
Access codes and supplements are not guaranteed with used items.
12 used from $85.95
& FREE Shipping. Details
Only 2 left in stock - order soon.
Ships from and sold by Amazon.com.
Available at a lower price from other sellers that may not offer free Prime shipping.
Arrives: Tuesday, Sep 29 Details
Fastest delivery: Friday, Sep 25
Order within 22 hrs and 13 mins
Details
List Price: $142.00
Save: $7.33 (5%)
10 new from $121.00
& FREE Shipping. Details

Theory of Financial Risk ... has been added to your Cart

Available at a lower price from other sellers that may not offer free Prime shipping.

Black lives matter. Books to read right now.
click to open popover

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
    Apple
  • Android
    Android
  • Windows Phone
    Windows Phone
  • Click here to download from Amazon appstore
    Android

To get the free app, enter your mobile phone number.

kcpAppSendButton

Special offers and product promotions

Editorial Reviews

Review

"...thought-provoking...The feeling one is left with after putting the book down is one of time well spent."
Risk

"...the authors offer fresh and valuable insights into financial markets." -
Mathematical Reviews

"The book is well written and self-contained...recommended to anyone interested in a new and fresh approach to the dynamics of financial markets."
Journal of Statistical Physics

"The book is interesting not only for physicists working in finance, but also practicioners and scholars with a mathematical or statistical background."
Journal of the American Statistical Association

Book Description

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.

Product details

  • Item Weight : 2.01 pounds
  • Hardcover : 400 pages
  • ISBN-10 : 0521819164
  • ISBN-13 : 978-0521819169
  • Product Dimensions : 7.01 x 0.87 x 10 inches
  • Publisher : Cambridge University Press; 2nd Edition (February 2, 2004)
  • Language: : English
  • Customer Reviews:
    3.3 out of 5 stars 14 ratings
Pages with related products. See and discover other items: financial mathematics, financial risk management