Overview
Theory of Financial Risk and Derivative Pricing is a book by Jean-Philippe Bouchaud and Marc Potters, first published in 2003. In this catalogue it is classified mainly under Risk Management and Derivatives Pricing, with secondary coverage of Time Series Analysis, Quantitative Finance and Options and Volatility.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, probability theory, statistics and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 96% and difficulty confidence is 56%; the catalogue lists no ratings or awards.