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...

Full description

Saved in:
Bibliographic Details
Main Authors: Bouchaud, Jean-Philippe, 1962- (Author), Potters, Marc, 1969- (Author)
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)