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Theory of Financial Risks
Cambridge University Press 2000; US$ 48.00Summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. Of interest to physicists, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance. more...
Theory of Financial Risk and Derivative Pricing
Cambridge University Press 2003; US$ 53.00Risk 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,... more...
Complex Systems
Elsevier Science 2011; US$ 85.95There has been recently some interdisciplinary convergence on a number of precise topics which can be considered as prototypes of complex systems. This convergence is best appreciated at the level of the techniques needed to deal with these systems, which include: 1) A domain of research around a multiple point where statistical physics, information... more...
Lévy Statistics and Laser Cooling
Cambridge University Press 2001; US$ 48.00A graduate-level book for researchers in atomic physics, quantum optics, and statistical physics, written by world leaders in the fields of laser cooling and light-atom interactions. They demonstrate how Lévy statistics can be applied to problems where Gaussian statistics are inadequate, using laser cooling of atoms as a case study. more...
Market Microstructure
Wiley 2012; US$ 115.00The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known... more...
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