-

: -

  :                     60 ...



    

:

18 2007
-
, - 22


01 2006
..
, - 7


13 2006
. .
[], - 11


18 2006
"":
[], - 10


18 2006

[], - 7


18 2006
:
[], - 8


17 2006

[], - 9


16 2006
Monte Carlo Methods in Finance
[], - 4


12 2006
Lecture 1: Theory of Financial Risks: A Physicist's Perspective (Overview)
[], - 10


12 2006
Stochastic Modeling in Economics and Finance
[], - 8



\ :
2018
 0102
03040506070809
10111213141516
17181920212223
24252627282930
31 

C | !


:


Lecture 1: Theory of Financial Risks: A Physicist's Perspective (Overview)

: 12 2006
: []
: -
 (source): http://www.science-finance.fr (c)



:  :  :

Dr. Jean-Philippe Bouchaud, (c)


Recently, Risk control has become a major concern of the finance industry. Thus simple Gaussian model is not satisfactory anymore and more reliable models for price fluctuations are required. Actually, many adequate tools to deal with these non Gaussian models are being developed now. (derivative pricing, portfolio management, etc...

!
- : www.portalus.ru
- : 68



[ ! ]