Theory of Financial Risk and Derivative Pricing
From MaRDI portal
Publication:5192057
DOI10.1017/CBO9780511753893zbMath1194.91008MaRDI QIDQ5192057
Marc Potters, Jean-Philippe Bouchaud
Publication date: 3 August 2009
Full work available at URL: https://doi.org/10.1017/cbo9780511753893
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
82C05: Classical dynamic and nonequilibrium statistical mechanics (general)
91Gxx: Actuarial science and mathematical finance
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