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Bouchaud, Jean-Philippe
6
Potters, Marc
6
Cont, Rama
2
Sagna, Nicolas
2
el-Karoui, Nicole
2
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1
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Risk : managing risk in the world's financial markets
Papers / arXiv.org
59
Science & Finance (CFM) working paper archive
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Physica A: Statistical Mechanics and its Applications
14
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11
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Market microstructure and liquidity
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Approaches to monetary policy revisited - lessons from the crisis, 6th ECB Central Banking Conference, 18-19 November 2010
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Approaches to monetary policy revisited : lessons from the crisis ; sixth ECB Central Banking Conference, 18 - 19 November 2010
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OPTION PRICING: HEDGE YOUR MONTE CARLO - A Monte Carlo-based variance reduction approach to pricing and hedging.
Potters, Marc
;
Bouchaud, Jean-Philippe
;
Sestovic, Dragan
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
3
,
pp. 133-138
Persistent link: https://www.econbiz.de/10007044892
Saved in:
2
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062253
Saved in:
3
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062269
Saved in:
4
Books: Physics of Finance: Gauge Modelling of Non-equilibrium Pricing
Ilinski, Kirill
;
Potters, Marc
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
9
,
pp. 121
Persistent link: https://www.econbiz.de/10007041589
Saved in:
5
RANDOM MATRIX THEORY - Using theoretical physics to ensure that covariance and correlation matrices are reliable, not random
Laloux, Laurent
;
Cizeau, Pierre
;
Bouchaud, Jean-Phillipe
; …
- In:
Risk : managing risk in the world's financial markets
12
(
1999
)
3
,
pp. 69-73
Persistent link: https://www.econbiz.de/10007058153
Saved in:
6
Book review - Theory of Financial Risk and Derivatives Pricing, From Statistical Physics to Risk Management
Bouchard, Jean-Philippe
;
Potters, Marc
;
Lundin, Mark
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
6
,
pp. 68
Persistent link: https://www.econbiz.de/10007027362
Saved in:
7
Equity derivatives - Smile in the low moments
Bouchaud, Jean-Philippe
;
De Leo, Lorenzo
;
Vargas, Vincent
; …
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10010154137
Saved in:
8
REAL WORLD OPTIONS - An option pricing framework which addresses the practical difficulties presented by the differences between the real world and Black-Scholes
Bouchaud, Jean-Philippe
;
Iori, Giulia
;
Sornette, Didier
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10007078485
Saved in:
9
Liquidity risk - Impact-adjusted valuation and the criticality of leverage - Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effec...
Bouchaud, Jean-Philippe
;
Caccioli, Fabio
;
Farmer, Doyne
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
12
,
pp. 74-77
Persistent link: https://www.econbiz.de/10010061835
Saved in:
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