Theory of Financial Risks from Statistical Physics to Risk Management
- List Price: $62.99
- Binding: Hardcover
- Publisher: Cambridge Univ Pr
- Publish date: 10/01/2000
Description:
This book summarizes 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. It takes a physicist's point of view of financial risk by comparing theory with experiment.
Expand description
Please Wait