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Continuous time limit, Ito calculus and path integrals 4. Analysis of empirical data 5. Financial products and financial markets 6. Statistics of real prices: basic results 7. Non-linear correlations and volatility fluctuations 8. Skewness and price-volatility correlations 9. Cross-correlations Risk measures Extreme correlations and variety Optimal portfolios Futures and options: fundamental concepts Options: hedging and residual risk Options: the role of drift and correlations Options: the Black and Scholes model Options: some more specific problems Options: minimum variance Monte-Carlo The yield curve Simple mechanisms for anomalous price statistics.

Notes Revised edition of: Theory of financial risks. Includes bibliographical references and indexes. Electronic reproduction. UK : MyiLibrary, Available via World Wide Web.

Theory of Financial Risk and Derivative Pricing: From Statistical Phy…

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