Stochastic drawdowns by Hongzhong Zhang [Book review]

Description

Yes

Links & Downloads

1. Fry J (2019) Stochastic drawdowns by Hongzhong Zhang [Book review]. Quantitative Finance. 19(6): 899-900.
2. http://hdl.handle.net/10454/17565
3. https://doi.org/10.1080/14697688.2019.1605190

Tags

Book review

Stochastic drawdowns

Market crashes

Probabilistic techniques

Additional Fields

Identifer	oai:union.ndltd.org:BRADFORD/oai:bradscholars.brad.ac.uk:10454/17565
Date	05 January 2020
Creators	Fry, John
Source Sets	Bradford Scholars
Language	English
Detected Language	English
Type	Book review, Accepted manuscript
Rights	© 2019 Taylor & Francis. This is an Author's Original Manuscript of an article published by Taylor & Francis in Quantitative Finance on 13 May 2019 available online at http://www.tandfonline.com/10.1080/14697688.2019.1605190.