Skip to contents Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risk and derivative pricing : from statistical physics to risk management - [2. ed., 1. paperback ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2009 Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risk and derivative pricing : from statistical physics to risk management - [2. ed., repr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2005 Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risks : from statistical physics to risk management - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2000 Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risks : from statistical physics to risk management - [1. publ., repr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2001 Published in: Collection Aléa Saclay Bouchaud, Jean-Philippe [Author] Chapter 7. Agent-Based Models for Market Impact and Volatility Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Handbook of computational economics ; (2018), Seite 393-436 Farmer, Roger [Author] ; Bouchaud, Jean-Philippe [Other] National Bureau of Economic Research Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality Books View online Schließen > Access Full access (via DOI) https://www.nber.org/papers/w28261 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2020 Published in: NBER working paper series ; no. w28261 Moran, José [Author] ; Bouchaud, Jean-Philippe [Other] May's Instability in Large Economies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3324209 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Benzaquen, Michael [Author] ; Bouchaud, Jean-Philippe [Other] A Fractional Reaction-Diffusion Description of Supply and Demand Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2949415 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Benzaquen, Michael [Author] ; Bouchaud, Jean-Philippe [Other] Market Impact with Multi-Timescale Liquidity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3050724 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Eisler, Zoltan [Author] ; Bouchaud, Jean-Philippe [Other] Price Impact Without Order Book : A Study of the OTC Credit Index Market Books View online Schließen > Access https://ssrn.com/abstract=2840166 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Donier, Jonathan [Author] ; Bouchaud, Jean-Philippe [Other] From Walras' Auctioneer to Continuous Time Double Auctions : A General Dynamic Theory of Supply and Demand Books View online Schließen > Access https://ssrn.com/abstract=2617408 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Donier, Jonathan [Author] ; Bouchaud, Jean-Philippe [Other] Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2583743 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] A Nested Factor Model for Non-Linear Dependences in Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=2324754 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] The Joint Distribution of Stock Returns is Not Elliptical Books View online Schließen > Access https://ssrn.com/abstract=1904287 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] Goodness-of-Fit Tests with Dependent Observations Books View online Schließen > Access https://ssrn.com/abstract=1904293 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Potters, Marc [Author] ; Bouchaud, Jean-Philippe [Other] More Statistical Properties of Order Books and Price Impact Books View online Schließen > Access https://ssrn.com/abstract=507343 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2004] Pochart, Benoit [Author] ; Bouchaud, Jean-Philippe [Other] Option Pricing and Hedging with Minimum Local Expected Shortfall Books View online Schließen > Access https://ssrn.com/abstract=438980 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Wyart, Matthieu [Author] ; Bouchaud, Jean-Philippe [Other] Self Referential Behaviour, Overreaction and Conventions in Financial Markets Books View online Schließen > Access https://ssrn.com/abstract=391861 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Giardina, Irene [Author] ; Bouchaud, Jean-Philippe [Other] Bubbles, Crashes and Intermittency in Agent Based Market Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=315939 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002] Pochart, Benoit [Author] ; Bouchaud, Jean-Philippe [Other] On a Skewed Multifractal Random Walk with Applications in Finance Books View online Schließen > Access https://ssrn.com/abstract=305699 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risk and derivative pricing : from statistical physics to risk management - [2. ed., 1. paperback ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2009
Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risk and derivative pricing : from statistical physics to risk management - [2. ed., repr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2005
Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risks : from statistical physics to risk management - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2000
Bouchaud, Jean-Philippe [Author]; Potters, Marc [Author] Theory of financial risks : from statistical physics to risk management - [1. publ., repr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 2001 Published in: Collection Aléa Saclay
Bouchaud, Jean-Philippe [Author] Chapter 7. Agent-Based Models for Market Impact and Volatility Articles View online Schließen > Access Full access (via DOI) (Deutschlandweit zugänglich) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Handbook of computational economics ; (2018), Seite 393-436
Farmer, Roger [Author] ; Bouchaud, Jean-Philippe [Other] National Bureau of Economic Research Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality Books View online Schließen > Access Full access (via DOI) https://www.nber.org/papers/w28261 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2020 Published in: NBER working paper series ; no. w28261
Moran, José [Author] ; Bouchaud, Jean-Philippe [Other] May's Instability in Large Economies Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3324209 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Benzaquen, Michael [Author] ; Bouchaud, Jean-Philippe [Other] A Fractional Reaction-Diffusion Description of Supply and Demand Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2949415 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Benzaquen, Michael [Author] ; Bouchaud, Jean-Philippe [Other] Market Impact with Multi-Timescale Liquidity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3050724 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Eisler, Zoltan [Author] ; Bouchaud, Jean-Philippe [Other] Price Impact Without Order Book : A Study of the OTC Credit Index Market Books View online Schließen > Access https://ssrn.com/abstract=2840166 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Donier, Jonathan [Author] ; Bouchaud, Jean-Philippe [Other] From Walras' Auctioneer to Continuous Time Double Auctions : A General Dynamic Theory of Supply and Demand Books View online Schließen > Access https://ssrn.com/abstract=2617408 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Donier, Jonathan [Author] ; Bouchaud, Jean-Philippe [Other] Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2583743 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] A Nested Factor Model for Non-Linear Dependences in Stock Returns Books View online Schließen > Access https://ssrn.com/abstract=2324754 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] The Joint Distribution of Stock Returns is Not Elliptical Books View online Schließen > Access https://ssrn.com/abstract=1904287 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other] Goodness-of-Fit Tests with Dependent Observations Books View online Schließen > Access https://ssrn.com/abstract=1904293 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Potters, Marc [Author] ; Bouchaud, Jean-Philippe [Other] More Statistical Properties of Order Books and Price Impact Books View online Schließen > Access https://ssrn.com/abstract=507343 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2004]
Pochart, Benoit [Author] ; Bouchaud, Jean-Philippe [Other] Option Pricing and Hedging with Minimum Local Expected Shortfall Books View online Schließen > Access https://ssrn.com/abstract=438980 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Wyart, Matthieu [Author] ; Bouchaud, Jean-Philippe [Other] Self Referential Behaviour, Overreaction and Conventions in Financial Markets Books View online Schließen > Access https://ssrn.com/abstract=391861 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Giardina, Irene [Author] ; Bouchaud, Jean-Philippe [Other] Bubbles, Crashes and Intermittency in Agent Based Market Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=315939 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
Pochart, Benoit [Author] ; Bouchaud, Jean-Philippe [Other] On a Skewed Multifractal Random Walk with Applications in Finance Books View online Schließen > Access https://ssrn.com/abstract=305699 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
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