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Theory of Financial Risk and Derivative Pricing : From Statistical Physics to Risk Management
Theory of Financial Risk and Derivative Pricing From Statistical Physics to Risk Management
Author: Jean-Philippe Bouchaud, Marc Potters
Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and le...  more »
ISBN-13: 9780521819169
ISBN-10: 0521819164
Publication Date: 2/2/2004
Pages: 400
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
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