Theory of financial risk and derivative pricing
Subtitle: from statistical physics to risk management
By: Jean-Philippe Bouchaud and Marc Potters.
Contributors: Potters, Marc, 1969-; Bouchaud, Jean-Philippe.
Edition: 2nd ed.
Publisher: Cambridge University Press
Published: 2003
Place of publication: Cambridge
Language: eng
Number of pages: 379
Subjects: Finance.; Financial engineering.; Risk assessment.; Risk management.
Notes: Rev. ed. of: Theory of financial risks. 2000.

Includes bibliographical references and indexes.