Work

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Year: 2003

Type: book

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9780511753893

Authors: Jean-Philippe Bouchaud, Marc Potters

Institutions: Commissariat à l'Énergie Atomique et aux Énergies Alternatives, CEA Paris-Saclay - Etablissement de Saclay, Capital Fund Management (France)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W187371506

FWCI: 24.2

Cites: 6

Cited by: 1,181

Related to: 8

Parts: 22