Theory of financial risk and derivative pricing : from statistical physics to risk management (Record no. 25192)

MARC details
000 -LEADER
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
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal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
          IIT Gandhinagar IIT Gandhinagar   16/06/2010 Himanshu Book Co. 1995.00 3 658.155 BOU 004336 24/06/2024 16/05/2024 Books


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