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Theory of financial risks : from statistical physics to risk management / Jean-Philippe Bouchaud and Marc Potters.
- Format:
- Book
- Author/Creator:
- Bouchaud, Jean-Philippe, 1962-
- Language:
- English
- Subjects (All):
- Finance.
- Financial engineering.
- Risk assessment.
- Risk management.
- Physical Description:
- xiii, 218 pages : illustrations ; 26 cm
- Place of Publication:
- Cambridge [England] ; New York : Cambridge University Press, 2000.
- Summary:
- This book summarizes theoretical developments inspired by statistical physics in the description of financial markets.
- Notes:
- Includes bibliographical references and indexes.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Lawrence A. Medansky Memorial Book Fund.
- Presented in memory of Lawrence A. Medansky; 2000/2001
- ISBN:
- 0521782325
- OCLC:
- 43323634
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