Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management 2nd Edition

3.3 out of 5 stars 16 ratings
ISBN-13: 978-0521819169
ISBN-10: 0521819164
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Condition: Used: Like New
Comment: A copy that has been read, but remains in excellent condition. Pages are intact and are not marred by notes or highlighting. The spine remains undamaged. Used items may not include supplementary materials such as CDs or access codes. Like New Condition
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  • Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
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Editorial Reviews

Review

"...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

Book Description

This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets.

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Product details

  • Publisher ‏ : ‎ Cambridge University Press; 2nd edition (February 2, 2004)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 400 pages
  • ISBN-10 ‏ : ‎ 0521819164
  • ISBN-13 ‏ : ‎ 978-0521819169
  • Item Weight ‏ : ‎ 2.01 pounds
  • Dimensions ‏ : ‎ 7 x 0.9 x 10 inches
  • Customer Reviews:
    3.3 out of 5 stars 16 ratings

Customer reviews

3.3 out of 5 stars
3.3 out of 5
16 global ratings
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Top reviews from the United States

Reviewed in the United States on October 30, 2017
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One person found this helpful
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Reviewed in the United States on September 17, 2019
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Reviewed in the United States on June 5, 2002
28 people found this helpful
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Reviewed in the United States on October 16, 2006
21 people found this helpful
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Top reviews from other countries

Simon
5.0 out of 5 stars No-nonsense, fun to read, would buy at twice the price.
Reviewed in the United Kingdom on September 22, 2019
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The Walking Panda
4.0 out of 5 stars This is one of the best book for quantitative finance and derivative risk management that ...
Reviewed in the United Kingdom on April 13, 2015
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CorMag
5.0 out of 5 stars Erfrischend...und anstrengend zu gleich...
Reviewed in Germany on October 14, 2008
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2 people found this helpful
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Client d'Amazon
1.0 out of 5 stars Not the whole book
Reviewed in France on August 29, 2016
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One person found this helpful
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