TY  - BOOK
AU  - Bouchaud, Jean-Philippe,
AU  - Potters, Marc,
TI  - Theory of financial risk and derivative pricing : from statistical physics to risk management
SN  - 9780521741866
U1  - 658.155 BOU 
PY  - 2003///
CY  - Cambridge
PB  - Cambridge University Press
N1  - 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.
UR  - http://catdir.loc.gov/catdir/toc/cam032/2003044037.html
UR  - http://catdir.loc.gov/catdir/description/cam032/2003044037.html
UR  - http://catdir.loc.gov/catdir/samples/cam041/2003044037.html
ER  -