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This expanded second edition focuses on risk control and derivative pricing, offering essential statistical tools for financial institutions. It covers stochastic processes, Monte-Carlo methods, and more, making it a key reference for graduate students, researchers in econophysics, and quantitative analysts in risk management and trading strategies.
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Theory of Financial Risk and Derivative Pricing, Jean-Philippe Bouchaud, Marc Potters
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- Année de publication
- 2011
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