Theory of financial risks : from statistical physics to risk management
Jean-Philippe Bouchaud and Marc Potters
| Year of publication: |
2000 ; 1. publ.
|
|---|---|
| Authors: | Bouchaud, Jean-Philippe ; Potters, Marc |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Theorie | Theory | Entscheidung unter Risiko | Decision under risk | Kreditmarkt | Risikotheorie | Kapitalanlage | Risikomanagement |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XIII, 218 S graph. Darst 26 cm. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and indexes Literaturverz. S. 207 |
| ISBN: | 0-521-78232-5 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001530522