Theory of financial risk and derivative pricing: from statistical physics to risk management
Auteur :
Bouchaud, Jean-Philippe / Potters, Marc
Éditeur :
Cambridge University Press
ISBN :
9780521819169
Date de publication :
11 déc. 2003
Dimensions :
25,4 x 17,8 x 2,2 cm
Poids :
910 g
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.