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Theory of Financial Risk and Derivative Pricing

From Statistical Physics to Risk Management

Theory of Financial Risk and Derivative Pricing
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US$ 53.00
Risk control and derivative pricing are major concerns to financial institutions. Classical theories are based on assumptions leading to systematic underestimation of risks. This book summarises developments, some from statistical physics, taking into account the real behaviour of financial markets for asset allocation, derivative pricing and hedging, and risk control.
Cambridge University Press; December 2003
400 pages; ISBN 9781139636995
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