Theory of financial risks : from statistical physics to risk management /
"This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial mark...
Saved in:
Main Authors: | , |
---|---|
Format: | Electronic eBook |
Language: | English |
Published: |
Cambridge ; New York, NY ; Port Melbourne, Australia :
Cambridge University Press,
2000.
|
Subjects: | |
Online Access: |
Full text (Emmanuel users only) |