Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management,Used

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management,Used

In Stock
SKU: SONG0521741866
UPC: 9780521741866
Brand: Cambridge University Press
Condition: Used
$148.36
Quantity
Add to wishlist
Add to compare

Sold by Ergodebooks, an authorized reseller.

Returns accepted within 30 days | support@ergodebooks.com

Verified
Shipping Information
  • Free Standard Shipping — United States only
  • Processing Time: 1–3 business days
  • Estimated Delivery: 3–5 business days after dispatch
  • Double-boxed, fully insured & discreetly packaged
  • Tracking number sent via email once dispatched
  • Orders over $250 require signature upon delivery. Taxes calculated at checkout.
Returns & Refund

Returns accepted within 30 days of delivery.

Damaged or Defective Item

Free return shipping + replacement or full refund

Wrong Item Received

Free return shipping + replacement or full refund

Change of Mind

Return shipping at customer's expense · 25% restocking fee applies

All returns require a Return Authorization (RA) number before sending.

To initiate a return, contact us:

support@ergodebooks.com +1 (281) 738-1050
View Full Return & Refund Policy
Payment Option
Payment Methods

Help

If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.

Customer service

All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com

Sale & Press

If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com

Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. 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.

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

Recently Viewed