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

著者

• Bouchaud, Jean-Philippe
• Potters, Marc

書誌事項

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

Jean-Philippe Bouchaud and Marc Potters

Cambridge University Press, 2003

2nd ed

• : hardback

注記

First published 2000

Includes bibliographical references and index

詳細情報

• NII書誌ID(NCID): BA65541950
• ISBN:
  • 0521819164
• LCCN: 2003044037
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge
• ページ数/冊数: xx, 379 p.
• 大きさ: 26 cm
• 分類:
  • LCC : HG101
  • DC21 : 658.15/5
• 件名:
  • LCSH : Finance
  • LCSH : Financial engineering
  • LCSH : Risk assessment
  • LCSH : Risk management