1711457

9780521782326

Theory of Financial Risks From Statistical Physics to Risk Management

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  • ISBN-13: 9780521782326
  • ISBN: 0521782325
  • Publication Date: 2000
  • Publisher: Cambridge University Press

AUTHOR

Bouchaud, Jean-Philippe, Potters, Marc

SUMMARY

This text summarises 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.Bouchaud, Jean-Philippe is the author of 'Theory of Financial Risks From Statistical Physics to Risk Management', published 2000 under ISBN 9780521782326 and ISBN 0521782325.

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