Theory of Financial Risk and Derivative Pricing

DOI10.1017/CBO9780511753893zbMath1194.91008OpenAlexW187371506MaRDI QIDQ5192057

Marc Potters, Jean-Philippe Bouchaud

Publication date: 3 August 2009

Full work available at URL: https://doi.org/10.1017/cbo9780511753893

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Actuarial science and mathematical finance (91Gxx)

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