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    Book Review: Stochastic Drawdowns

    Fry, John (2019) Book Review: Stochastic Drawdowns. Quantitative Finance, 19 (6). pp. 899-900. ISSN 1469-7688

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    Item Type: Article
    Peer-reviewed: No
    Date Deposited: 15 Apr 2019 08:16
    Publisher: Taylor & Francis (Routledge)
    Additional Information: Book Review of "Stochastic Drawdowns" by Hongzhong Zang, World Scientific, Singapore New Jersey London (2018), 240 pp. ISBN 978-981-3141-63-6.
    Divisions:
    Subject terms: Finance, 01 Mathematical Sciences, 15 Commerce, Management, Tourism and Services, 14 Economics
    URI: https://e-space.mmu.ac.uk/id/eprint/622757
    DOI: https://doi.org/10.1080/14697688.2019.1605190
    ISSN 1469-7688

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