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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 recent theoretical
developments in the field, this second edition has been
substantially expanded. Additional chapters now cover
stochastic processes, Monte-Carlo methods, Black-
Scholes theory, the theory of the yield curve, and
Minority Game. There are discussions on aspects of
data analysis, financial products, non-linear
correlations, and herding, feedback and agent based
models. This book has become a classic reference for
graduate students and researchers working in
econophysics and mathematical finance, and for
quantitative analysts working on risk management,
derivative pricing and quantitative trading strategies.isbn-9780521263368
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Pages : 400
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