Jean Philippe Bouchaud: 2 books
Theory of Financial Risk and Derivative Pricing
From Statistical Physics to Risk Management
Language: English
Release Date: December 11, 2003
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003...
Trades, Quotes and Prices
Financial Markets Under the Microscope
Language: English
Release Date: February 28, 2018
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem....