Theory of financial risk and derivative pricing: from statistical physics to risk management
Auteur :
Bouchaud, Jean-Philippe / Potters, Marc
Éditeur :
Cambridge University Press
ISBN :
9780521741866
Date de publication :
22 janv. 2009
Dimensions :
24,8 x 17,5 x 2,0 cm
Poids :
790 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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, and professionals in the analytical markets.