| Publication type: | Review |
| Title: | Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.) |
| Authors: | Breymann, Wolfgang |
| DOI: | 10.1198/jasa.2006.s104 |
| Published in: | Journal of the American Statistical Association |
| Volume(Issue): | 101 |
| Issue: | 474 |
| Page(s): | 850 |
| Pages to: | 852 |
| Issue Date: | 2006 |
| Reviewed work: | Jean-Philippe Bouchaud; Marc Potters: Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.). New York: Cambridge University Press, 2003. 379 Seiten, ISBN 0-521-81916-4. |
| Publisher / Ed. Institution: | Taylor & Francis |
| ISSN: | 0162-1459 |
| Language: | English |
| Subject (DDC): | 332: Financial economics |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/4669 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | School of Engineering |
| Organisational Unit: | Institute of Data Analysis and Process Design (IDP) |
| Appears in collections: | Publikationen School of Engineering |
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Breymann, W. (2006). Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.). Journal of the American Statistical Association, 101(474), 850–852. https://doi.org/10.1198/jasa.2006.s104
Breymann, W. (2006) ‘Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.)’, Journal of the American Statistical Association, 101(474), pp. 850–852. Available at: https://doi.org/10.1198/jasa.2006.s104.
W. Breymann, “Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.),” Journal of the American Statistical Association, vol. 101, no. 474, pp. 850–852, 2006, doi: 10.1198/jasa.2006.s104.
BREYMANN, Wolfgang, 2006. Theory of financial risk and derivative pricing - from statistical physics to risk management (2nd ed.). Journal of the American Statistical Association. 2006. Bd. 101, Nr. 474, S. 850–852. DOI 10.1198/jasa.2006.s104
Breymann, Wolfgang. 2006. “Theory of Financial Risk and Derivative Pricing - from Statistical Physics to Risk Management (2nd Ed.).” Journal of the American Statistical Association 101 (474): 850–52. https://doi.org/10.1198/jasa.2006.s104.
Breymann, Wolfgang. “Theory of Financial Risk and Derivative Pricing - from Statistical Physics to Risk Management (2nd Ed.).” Journal of the American Statistical Association, vol. 101, no. 474, 2006, pp. 850–52, https://doi.org/10.1198/jasa.2006.s104.
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