Theory of financial risk and derivative pricing : from statistical physics to risk management (Record no. 25192)
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000 -LEADER | |
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fixed length control field | 01174nam a2200205 454500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 160319b2003. xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780521741866 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 658.155 BOU |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Bouchaud, Jean-Philippe, |
245 ## - TITLE STATEMENT | |
Title | Theory of financial risk and derivative pricing : from statistical physics to risk management |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. . |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Cambridge: |
Name of publisher, distributor, etc | Cambridge University Press, |
Date of publication, distribution, etc | 2003. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xx, 379 p.: |
Other physical details | ill.; |
Dimensions | 26 cm. . |
500 ## - GENERAL NOTE | |
General note | Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the `rare events`) for asset allocation, derivative pricing and hedging, and risk control-BOOK JACKET. |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Potters, Marc, |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://catdir.loc.gov/catdir/toc/cam032/2003044037.html">http://catdir.loc.gov/catdir/toc/cam032/2003044037.html</a> |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://catdir.loc.gov/catdir/description/cam032/2003044037.html">http://catdir.loc.gov/catdir/description/cam032/2003044037.html</a> |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://catdir.loc.gov/catdir/samples/cam041/2003044037.html">http://catdir.loc.gov/catdir/samples/cam041/2003044037.html</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Item type | Books |
Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Date last borrowed | Koha item type |
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IIT Gandhinagar | IIT Gandhinagar | 16/06/2010 | Himanshu Book Co. | 1995.00 | 3 | 658.155 BOU | 004336 | 24/06/2024 | 16/05/2024 | Books |