Theory of financial risk and derivative pricing from statistical physics to risk management

Bouchaud, Jean-Philippe 1962- Potters, Marc

Theory of financial risk and derivative pricing from statistical physics to risk management - 2nd - Cambridge Cambridge University Press 2003 - xx,379p. ill. 26 cm.

Rev. ed. of: Theory of financial risks. 2000.

Includes bibliographical references and indexes.

9780521263368

2003044037


Finance.
Financial engineering.
Risk assessment.
Risk management.

HG101 / .B68 2003

658.155 / BO-T

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