Cargando…
Theory of financial risk and derivative pricing: from statistical physics to risk management
Autores principales: | Bouchard, Jean-Philippe, Potters, Marc |
---|---|
Lenguaje: | eng |
Publicado: |
Cambridge Univ. Press
2003
|
Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1311526 |
Ejemplares similares
-
Theory of financial risk and derivative pricing: from statistical physics to risk management
por: Potters, Marc
Publicado: (2003) -
Risk-neutral valuation: pricing and hedging of financial derivatives
por: Bingham, Nicholas H, et al.
Publicado: (1998) -
Risk-neutral valuation: pricing and hedging of financial derivatives
por: Bingham, Nicholas H, et al.
Publicado: (2004) -
Index theory and price statistics
por: von der Lippe, Peter
Publicado: (2011) -
A first course in random matrix theory: for physicists, engineers and data scientists
por: Potters, Marc, et al.
Publicado: (2020)