Jean-Philippe Bouchaud - Böcker

There has been recently some interdisciplinary convergence on a number of precise topics which can be considered as prototypes of complex systems. This convergence is best appreciated at the level of the techniques needed to deal with these system...

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Most of the solid materials we use in everyday life, from plastics to cosmetic gels exist under a non-crystalline, amorphous form: they are glasses. Yet, we are still seeking a fundamental explanation as to what glasses really are and to why they ...

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Most of the solid materials we use in everyday life, from plastics to cosmetic gels exist under a non-crystalline, amorphous form: they are glasses. Yet, we are still seeking a fundamental explanation as to what glasses really are and to why they ...

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Most of the solid materials we use in everyday life, from plastics to cosmetic gels exist under a non-crystalline, amorphous form: they are glasses. Yet, we are still seeking a fundamental explanation as to what glasses really are and to why they ...

Läs mer »

There has been recently some interdisciplinary convergence on a number of precise topics which can be considered as prototypes of complex systems. This convergence is best appreciated at the level of the techniques needed to deal with these system...

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Laser cooling of atoms provides an ideal case study for the application of Levy statistics in a privileged situation where the statistical model can be derived from first principles. This book demonstrates how the most efficient laser cooling tech...

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This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and proce...

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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. Summarisin...

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A graduate-level book for researchers in atomic physics, quantum optics, and statistical physics, written by world leaders in the fields of laser cooling and light-atom interactions. They demonstrate how Lévy statistics can be applied to problems ...

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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. Summarisin...

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A graduate-level book for researchers in atomic physics, quantum optics, and statistical physics, written by world leaders in the fields of laser cooling and light-atom interactions. They demonstrate how Lévy statistics can be applied to problems ...

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The substantially expanded 2003 second edition of this ground-breaking book summarizes theoretical developments in statistical tools to measure financial markets. A classic reference for graduate students and researchers working in econophysics, a...

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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 ne...

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The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of ra...

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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 n...

Läs mer »

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of ra...

Läs mer »

The real world is perceived and broken down as data, models and algorithms in the eyes of physicists and engineers. Data is noisy by nature and classical statistical tools have so far been successful in dealing with relatively smaller levels of ra...

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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this impo...

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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this impo...

Läs mer »

The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this impo...

Läs mer »

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. Summarisin...

Läs mer »

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 ne...

Läs mer »