Theory of Financial Risk and Derivative Pricing
From Statistical Physics to Risk Management
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.
Specificaties
| ISBN/EAN | 9780521819169 |
| Auteur | Bouchaud, Jean-Philippe (Commissariat a l'Energie Atomique (CEA), Saclay) |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 400 |
| Lengte | 264.0 mm |
| Breedte | 185.0 mm |