**Date:** October 2014

**Authors** Thomas Gueudré, Alexander Dobrinevski, Jean-Philippe Bouchaud

**E print** http://arxiv.org/abs/1310.5114

**Date:** September 2014

**Authors** Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen, Philip Seager, Marc Potters, Jean-Philippe Bouchaud**E print **http://xxx.lanl.gov/abs/1409.7720

**Date:** September 2014

**Authors** Stanislao Gualdi, Jean-Philippe Bouchaud, Giulia Cencetti, Marco Tarzia, Francesco Zamponi**E print **http://arxiv.org/abs/1409.3296

**Date:** July 2014

**Authors** X. Brokmann, E. Serie, J. Kockelkoren, J.-P. Bouchaud**E print** http://arxiv.org/abs/1407.3390

**Date:** September 2014

**Authors** Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier, David Thesmar**E print **http://xxx.lanl.gov/abs/1406.5022

**Date:** April 2014

**Authors** Bruno Durin**E print** http://arxiv.org/abs/1404.4798

**Date:** April 2014

**Authors** Y. Lempérière, C. Deremble, P. Seager, M. Potters, J. P. Bouchaud**E print** http://arxiv.org/abs/1404.3274

**Date:** November 2014

**Authors** Jonathan Donier, Julius Bonart, Iacopo Mastromatteo, Jean-Philippe Bouchaud**E print **http://xxx.lanl.gov/abs/1412.0141

**Date:** March 2014

**Authors** Joel Bun, Jean-Philippe Bouchaud, Satya N. Majumdar, Marc Potters**E print **http://arxiv.org/abs/1403.7763

**Date:** March 2014

**Authors** Stephen J. Hardiman, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/abs/1403.5227

**Date:** March 2014

**Authors** Iacopo Mastromatteo, Bence Toth, Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1403.3571

**Date:** March 2014

**Authors** Tung-Lam Dao**E print** http://arxiv.org/abs/1403.4069

**Date:** November 2013

**Authors** Iacopo Mastromatteo, Bence Toth, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/abs/1311.6262

**Date:** November 2013

**Authors** Vincent Vargas, Tung-Lam Dao, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/abs/1311.4078

**Date:** September 2013

**Authors** Pierre Blanc, Rémy Chicheportiche, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/abs/1309.5806

**Date:** September 2013

**Authors** Rémy Chicheportiche, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/abs/1309.3102

**Date:** July 2013

**Authors** Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, and Jean-Philippe Bouchaud**E** **print** http://arxiv.org/abs/1307.5319

**Date:** June 2013

**Authors** Rémy Chicheportiche, Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1306.3110

**Date:** April 2013

**Authors** A. Garèche, G. Disdier, J. Kockelkoren, J.-P. Bouchaud**E print** http://arxiv.org/abs/1304.6819

**Date:** February 2013

**Authors** Stephen J. Hardiman, Nicolas Bercot, and Jean-Philippe Bouchaud**E print **http://arxiv.org/abs/1302.1405

**Date:** January 2013

**Authors** Romain Allez and Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1301.4939

**Date:** October 2012

**Authors** Rémy Chicheportiche and Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1207.7308

**Date:** September 2012

**Authors** Jean-Philippe Bouchaud**E print** http://arxiv.org/pdf/1209.0453.pdf

**Date:** August 2012

**Authors** F. Caccioli, J.-P. Bouchaud, J.-D. Farmer**E print** http://arxiv.org/abs/1204.0922

**Date:** April 2012

**Authors** L. De Leo, V. Vargas, S. Ciliberti, J.-P. Bouchaud

**Date:** March 2012

**Authors** Joachim de Lataillade, Cyril Deremble, Marc Potters & Jean-Philippe Bouchaud

**Date:** November 2011

**Authors** Remy Chicheportiche, Jean-Philippe Bouchaud**E print** http://arxiv.org/pdf/1009.1100.pdf

**Date:** November 2011

**Authors** B. Toth, Y. Lemperière, C. Deremble, J. de Lataillade, J. Kockelkoren, J.-P. Bouchaud**E** **print** http://arxiv.org/abs/1105.1694

**Date:** September 2010

**Authors** Zoltan Eisler, Jean-Philippe Bouchaud, Julien Kockelkoren**E print** http://arxiv.org/abs/0904.0900

**Date:** August 2011

**Authors** Bence Toth, Imon Palit, Fabrizio Lillo, J. Doyne Farmer**E print** http://arxiv.org/abs/1108.1632

**Date:** August 2011

**Authors** Romain Allez, Jean-Philippe Bouchaud**E print** arxiv.org/abs/1203.6228

**Date:** August 2011

**Authors** Remy Chicheportiche, Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1106.3016

**Date:** July 2011

**Authors** Zoltan Eisler, Jean-Philippe Bouchaud, Julien Kockelkoren**E print** http://arxiv.org/abs/1107.3364

**Date:** May 2011

**Authors** Stefano Ciliberti, Jean-Philippe Bouchaud, Marc Potters**E print** http://arxiv.org/abs/1105.5082

**Date:** April 2011

**Authors** Bence Toth, Zoltan Eisler, Fabrizio Lillo, Jean-Philippe Bouchaud, Julien Kockelkoren, J. Doyne Farmer**E print** http://arxiv.org/abs/1104.0587

**Date:** February 2011

**Authors** Pierre-Alain Reigneron, Romain Allez, Jean-Philippe Bouchaud**E print** http://arxiv.org/abs/1011.5810 ;

**Date:** September 2010

**Authors** Romain Allez, Jean-Philippe Bouchaud**E print** http://arxiv.org/PS_cache/arxiv/pdf/1009/1009.4785v1.pdf

**Date:** September 2010

**Authors** Jean-Philippe Bouchaud**E print** http://arxiv.org/PS_cache/arxiv/pdf/1009/1009.2928v1.pdf

**Date:** May 2010

**Authors**: Irene Giardina, Jean-Philippe Bouchaud, Marc Mezard

**Date:** November 2009

**Authors**: Christian Borghesi, Jean-Philippe Bouchaud

**Date:** December 2008

**Authors:** Stefano Ciliberti, Jean-Philippe Bouchaud, Marc Potters

**E-print:** http://xxx.lanl.gov/abs/0809.3375v1

**Date:** December 2003

**Authors**: Jean-Philippe Bouchaud, Marc Potters

Risk control and derivative pricing have become of major concern to financial institutions. The need foradequate statistical tools to measure and anticipate the amplitude of the potential moves of financialmarkets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of realrisks. Theory of Financial Risk and Derivative Pricing summarises recent theoretical developments, someof which were inspired by statistical physics. Starting from the detailed analysis of market data, one cantake into account more faithfully the real behaviour of financial markets (in particular the ‘rare events’)for asset allocation, derivative pricing and hedging, and risk control.

**Date:** October 2009

**Authors**: Jean-Philippe Bouchaud, Marc Potters

**E-print:** http://xxx.lanl.gov/abs/0910.1205v1

**Date:** September 1999

**Authors:** Andrew Matacz, Jean-Philippe Bouchaud

**Date:** May 2009

**Authors:** Éva Rácz, János Kertész, Zoltán Eisler

**E-print:** http://arxiv.org/PS_cache/arxiv/pdf/0905/0905.3096v1.pdf

**Date:** September 2008

**Authors** Satya N. Majumdar, Jean-Philippe Bouchaud**E print** http://xxx.lanl.gov/PS_cache/arxiv/pdf/0809/0809.2878v1.pdf

**Date:** September 2015

**Authors:** Pierre Blanc, Jonathan Donier, Jean-Philippe Bouchaud

**E-print**: http://lanl.arxiv.org/abs/1509.07710

**Date:** September 2008

**Authors**: Jean-Philippe Bouchaud, Fabrizio Lillo, J. Doyne Farmer

**E-print:** http://xxx.lanl.gov/PS_cache/arxiv/pdf/0809/0809.0822v1.pdf

**Date:** October 2007

**Authors:** Giulio Biroli, Marc Potters, Jean-Philippe Bouchaud

**E-print:** http://xxx.lanl.gov/abs/0710.0802

**Date:** March 2006

**Authors**: Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren, Marc Potters, Michele Vettorazzo

**E-print:** http://arxiv.org/abs/physics/0603084

**Date:** July 2015

**Date:** January 2016

**Authors: **Jean-Philippe Bouchaud, Stefano Ciliberti, Augustin Landier, Guillaume Simon and David Thesmar

**E print:** http://arxiv.org/pdf/1601.04478v1

**Date:** February 2016

**Authors**: Bence Toth, Zoltan Eisler, Jean-Philippe Bouchaud

**E-print**: http://arxiv.org/abs/1602.03043

**Date:** February 2016

**Authors**: Damian Eduardo Taranto, Giacomo Bormetti, Jean-Philippe Bouchaud, Fabrizio Lillo, Bence Toth

**E-print**: http://arxiv.org/abs/1602.02735

**Date:** March 2016

**Authors:** Joël Bun, Jean-Philippe Bouchaud, Marc Potters

**E print**: arXiv:1603.04364v1

**Date:** February 2016

**Authors**: Michael Benzaquen, Jonathan Donier, Jean-Philippe Bouchaud

**E print**: arXiv:1602.03011v1

**Date:** December 2015

**Authors**: Joao da Gama Batista, Domenico Massaro, Jean-Philippe Bouchaud, Damien Challet, Cars Hommes

**E print**: arXiv:1512.03743v1

**Date:** November 2015

**Authors:** Adam Rej, Raphael Benichou, Joachim de Lataillade, Gilles Zérah, Jean-Philippe Bouchaud

**E print**: arXiv:1511.07359v2

**Date:** August 2015

**Authors:**Jean-Philippe Bouchaud (Capital Fund Management and Ecole Polytechnique)

**E print:** arXiv:1508.00275v2

**Date:** September 2014

**Authors:** João da Gama Batista, Jean-Philippe Bouchaud, Damien Challet

**E print: **arXiv:1409.8321

**Date:** November 2013

**Authors:** Jean-Philippe Bouchaud, Christian Borghesi, Pablo Jensen

**E print**: arXiv:1311.0810

**Date:** September 2012

**Authors**: Romain Allez, Jean-Philippe Bouchaud, Satya N. Majumdar, Pierpaolo Vivo

**E print**: arXiv:1209.6171

**Date:** May 2012

**Authors:** Christian Borghesi, Jean-Claude Raynal, Jean-Philippe Bouchaud

**E print:** **arXiv:1201.0524**

**Date:** May 2012

**Authors**: Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet

**E print**: arXiv:1205.3598

**Date:** July 1996

**Authors**: Alain Arneodo (1), Jean-Philippe Bouchaud (2,3), Rama Cont (3,5), Jean-Francois Muzy (1), Marc Potters (3), Didier Sornette (3,4,5). ((1) Centre de Recherche Paul Pascal (2) CEA Saclay (3) Science & Finance (4) UCLA (5)

**E print:** arXiv:cond-mat/9607120

**Date:** January 1994

**Authors:** Jean-Philippe Bouchaud, Giulia Iori, Didier Sornette

**E print:** arXiv:cond-mat/9509095

**Date:** April 2016

**Authors:** Joël Bun, Jean-Philippe Bouchaud and Marc Potters

**Date:** March 2008

**Authors**: Armand Joulin, Augustin Lefevre, Daniel Grunberg, Jean-Philippe Bouchaud (CFM)

**E print**: arXiv:0803.1769

**Date:** February 2008

**Authors**: Jean-Philippe Bouchaud, Laurent Laloux, M. Augusta Miceli, Marc Potters

**E print**: arXiv:physics/0512090

**Date:** July 2005

**Authors: **Marc Potters, Jean-Philippe Bouchaud, Laurent Laloux

**E print**: arXiv:physics/0507111

**Date:** January 2005

**Authors**: Lisa Borland, Jean-Philippe Bouchaud, Jean-Francois Muzy, Gilles Zumbach

**E print**: arXiv:cond-mat/0501292

**Date:** March 2004

**Authors**: L. Borland (Evnine-Vaughan Associates), Jean-Philippe Bouchaud

**E print**: arXiv:cond-mat/0403022

**Date:** February 2003

**Authors**: Josep Perello, Jaume Masoliver, Jean-Philippe Bouchaud

**E print**: arXiv:cond-mat/0302095

**Date:** October 2002

**Author**: Jean-Philippe Bouchaud

**Date:** May 2001

**Authors**: Irene Giardina, Jean-Philippe Bouchaud, Marc Mézard

**E print**: arXiv:cond-mat/0105076

**Date:** August 2000

**Authors**: Marc Potters, Jean-Philippe Bouchaud, Dragan Sestovic

**E print**: arXiv:cond-mat/0008147

**Date:** November 2000

**Authors**: Lorenzo Cornalba, Jean-Philippe Bouchaud, Marc Potters

**E print**: arXiv:cond-mat/0011506

**Date:** January 1998

**Authors**: Jean-Philippe Bouchaud, Didier Sornette, Christian Walter and Jean-Pierre Aguilar

**Published**: International Journal of Theoretical and Applied Finance 1, 25, (1998)

**Date:** July 1997

**Authors**: Jean-Philippe Bouchaud, Marc Potters, Jean-Pierre Aguilar

**E print**: arXiv:cond-mat/9707042

Jean-Philippe Bouchaud, Marc Potters, Jean-Pierre Aguilar |

**Date:** January 1997

**Authors**: Jean-Philippe Bouchaud, Didier Sornette, Marc Potters

**Date:** February 2004

**Authors**: Szilard Pafka, Marc Potters, Imre Kondor

**E print**: arXiv:cond-mat/0402573

**Date:** October 2002

**Authors**: Matthieu Wyart, Jean-Philippe Bouchaud

**Published in**: Physica A, Elsevier, 2003, 326, pp.241-255

**Date:** January 1998

**Authors**: Stefano Galluccio, Jean-Philippe Bouchaud, Marc Potters

**E Print**: arXiv:cond-mat/9801209

**Date:** June 2004

**Authors**: Jean-Philippe Bouchaud, Julien Kockelkoren, Marc Potters

**E print**: arXiv:cond-mat/0406224

**Date:** July 2003

**Authors**: Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, Matthieu Wyart

**E print**:arXiv:cond-mat/0307332

**Date:** March 2002

**Authors**: Jean-Philippe Bouchaud, Marc Mezard, Marc Potters

**E print**: arXiv:cond-mat/0203511

**Date:** July 2001

**Authors**: Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud, Marc Potters

**E print: **arXiv:cond-mat/0107208

**Date:** January 2001

**Authors**: Marc Potters, Jean-Philippe Bouchaud

**Published**: Physica A: Statistical Mechanics and its Applications - Volume 299, Issues 1–2, 1 October 2001, Pages 60–70

**Date:** January 2001

**Authors:** Jean-Philippe Bouchaud, Andrew Matacz, Marc Potters

**E print: **arXiv:cond-mat/0101120

**Date:** June 2000

**Authors**: Pierre Cizeau, Marc Potters, Jean-Philippe Bouchaud

**E print: **arXiv:cond-mat/0006034

**Date:** June 1999

**Authors**: Jean-Philippe Bouchaud, Marc Potters, Martin Meyer

**E print**: arXiv:cond-mat/9906347

**Date:** March 1999

**Authors**: Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud, Marc Potters

**Published**: International Journal of Theoretical and Applied Finance - Volume 03, Issue 03, July 2000

**Date:** October 1998

**Authors**: Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud, Marc Potters

**E print**: arXiv:cond-mat/9810255

**Date:** April 1998

**Authors**: Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui and Marc Potters

**E print**: arXiv:cond-mat/9804111

**Date:** December 1997

**Authors: **Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui, Marc Potters

**E print**: arXiv:cond-mat/9712164

**Date:** May 1997

**Authors**: Rama Cont, Marc Potters, Jean-Philippe Bouchaud

**E print**: arXiv:cond-mat/9705087

**Date:** April 2016

**Authors**: Damian Eduardo Taranto, Giacomo Bormetti, Jean-Philippe Bouchaud, Fabrizio Lillo, Bence Toth

**E print**: arXiv:1604.07556

**Date:** May 2016

**Authors**: Jean-Philippe Bouchaud, Trung-Lam Dao, Cyril Deremble, Yves Lemperière, Trung-Tu Nguyen, Marc Potters

**E print**: http://ssrn.com/abstract=2777657

**Date:** September 2016

**Authors**: Michael Benzaquen, Iacopo Mastromatteo, Zoltan Eisler, Jean-Philippe Bouchaud

**E print **http://arxiv.org/abs/1609.02395

**Date:** September 2016

**Authors**: Zoltan Eisler, Jean-Philippe Bouchaud

**E print**: http://arxiv.org/abs/1609.04620

**Date:** October 2016

**Authors** Raphael Benichou, Yves Lempérière, Emmanuel Sérié, Julien Kockelkoren, Philip Seager, Jean-Philippe Bouchaud, Marc Potters**E print** arXiv:1610.08818

**Date:** February 2017

**Authors** Iacopo Mastromatteo, Michael Benzaquen, Zoltan Eisler, Jean-Philippe Bouchaud**E print** https://arxiv.org/abs/1702.03838

**Date:** August 2017

**Authors** Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon, Yves Lempérière, Jean-Philippe Bouchaud**E print** https://arxiv.org/abs/1708.00644

**Date:** July 2017

**Authors** Adam Rej, Philip Seager, Jean-Philippe Bouchaud**E print **https://arxiv.org/abs/1707.01457

**Date:** June 2017

**Authors** Felix Patzelt, Jean-Philippe Bouchaud**E print** https://arxiv.org/abs/1706.04163

**Date:** February 2017

**Authors** Bence Toth, Zoltan Eisler, Jean-Philippe Bouchaud**E print** https://arxiv.org/abs/1702.08029

**Date:** August 2017

**Authors** Felix Patzelt, Jean-Philippe Bouchaud **E print **http://lanl.arxiv.org/abs/1708.02411

**Date:** April 2017

**Authors** Michael Benzaquen, Jean-Philippe Bouchaud**E print** https://arxiv.org/abs/1704.02638

**Date:** July 2005

**Authors**: Lisa Borland, Jean-Philippe Bouchaud **E-print**: https://arxiv.org/abs/physics/0507073

**Date:** October 2015

**Authors**: S. Ciliberti, Y. Lempérière, A. Beveratos, G. Simon, L. Laloux, M. Potters, J.-P. Bouchaud

**E print**: http://arxiv.org/abs/1510.01679

**Date:** February 2015

**Authors** Joël Bun, Romain Allez, Jean-Philippe Bouchaud, Marc Potters

**E print **http://arxiv.org/abs/1502.06736!

**Date:** January 2015

**Authors** Stanislao Gualdi, Marco Tarzia, Francesco Zamponi, Jean-Philippe Bouchaud

**Date:** December 2014

**Authors** Romain Allez, Joël Bun, Jean-Philippe Bouchaud

**E print** http://arxiv.org/abs/1412.7108!