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...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
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:
Local Note:ProQuest Ebook Central