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Theory of financial risk and derivative pricing : from statistical physics to risk management /

Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, howev...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Bouchaud, Jean-Philippe, 1962- (Author), Potters, Marc, 1969- (Author)
Format: Electronic eBook
Language:Inglés
Published: Cambridge : Cambridge University Press, 2003.
Edition:Second edition.
Subjects:
Online Access:Texto completo

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