Dr John Fry J.M.Fry@hull.ac.uk
Senior Lecturer in Applied Mathematics
Stochastic Drawdowns
Fry, John
Authors
Citation
Fry, J. (2019). Stochastic Drawdowns. Quantitative finance, 19(6), 899-900. https://doi.org/10.1080/14697688.2019.1605190
Journal Article Type | Book Review |
---|---|
Acceptance Date | Feb 1, 2019 |
Online Publication Date | May 13, 2019 |
Publication Date | 2019 |
Deposit Date | Feb 4, 2022 |
Print ISSN | 1469-7688 |
Publisher | Routledge |
Peer Reviewed | Peer Reviewed |
Volume | 19 |
Issue | 6 |
Pages | 899-900 |
Item Discussed | Stochastic Drawdowns by Hongzhong Zang, World Scientific, Singapore New Jersey London (2018), 240 pp. ISBN 978-981-3141-63-6 |
DOI | https://doi.org/10.1080/14697688.2019.1605190 |
Public URL | https://hull-repository.worktribe.com/output/3921070 |
Related Public URLs | https://e-space.mmu.ac.uk/622757/ |
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