Jean-Philippe Bouchaud eBooks

The latest cutting-edge research on market microstructureBased on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together >>

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 >>

Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial >>

Laser cooling of atoms provides an ideal case study for the application of LÈvy statistics in a privileged situation where the statistical model can be derived from first principles. This book demonstrates >>