1711456
9780521819169
The authors summarise recent theoretical developments in the field of financial risk assessment & management, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets.Bouchaud, Jean-Philippe is the author of 'Theory of Financial Risk and Derivative Pricing From Statistical Physics to Risk Management', published 2004 under ISBN 9780521819169 and ISBN 0521819164.
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