Arjun Srivastava's Library
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Arjun Srivastava's Library

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Jean-Philippe Bouchaud and Marc Potters
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising ...