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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
Date: 30 April 2011, 11:32

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"...thought-provoking...The feeling one is left with after putting the book down is one of time well spent."
Risk
"...the authors offer fresh and valuable insights into financial markets." -
Mathematical Reviews
"The book is well written and self-contained...recommended to anyone interested in a new and fresh approach to the dynamics of financial markets."
Journal of Statistical Physics
"The book is interesting not only for physicists working in finance, but also practicioners and scholars with a mathematical or statistical background."
Journal of the American Statistical Association

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