Theory of financial risk and derivative pricing : from statistical physics to risk management
Jean-Philippe Bouchaud and Marc Potters
| Year of publication: |
2003 ; 2. ed.
|
|---|---|
| Authors: | Bouchaud, Jean-Philippe ; Potters, Marc |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Entscheidung unter Risiko | Decision under risk | Derivat | Derivative | Theorie | Theory | Kreditmarkt | Risikotheorie | Derivat <Wertpapier> | Finanzcontrolling |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XX, 379 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung |
| Language: | English |
| Notes: | Includes bibliographical references and index. - Previous ed.: published as Theory of financial risks. 2000 : £45.00 : CIP entry (Sep.) |
| ISBN: | 0-521-81916-4 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001780419