Theory of financial risks : from statistical physics to risk management

The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book summarizes recent theoretical developments inspired by statistic...

Täydet tiedot

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Bibliografiset tiedot
Päätekijä: Bouchaud, Jean-Philippe
Aineistotyyppi: Kirja
Kieli:Undetermined
Julkaistu: Cambridge [England],New York Cambridge University Press 2000
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