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Stochastic drawdowns by Hongzhong Zhang [Book review]

Fry, John
Publication Date
2019
End of Embargo
Supervisor
Keywords
Book review, Stochastic drawdowns, Market crashes, Probabilistic techniques
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.
Peer-Reviewed
No
Open Access status
openAccess
Accepted for publication
2019
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Management and Law Publications
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Fry_Quantitative_Finance_Book_Review.pdf
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Additional title
Abstract
URI
http://hdl.handle.net/10454/17565
Version
Accepted manuscript
Citation
Fry J (2019) Stochastic drawdowns by Hongzhong Zhang [Book review]. Quantitative Finance. 19(6): 899-900.
Link to publisher’s version
Link to published version
Link to Version of Record
https://doi.org/10.1080/14697688.2019.1605190
Type
Book review
Qualification name
Notes