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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound …
A variety of different social, natural, and technological systems can be described by the same mathematical framework. This holds from the Internet to food webs and to boards of …
The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic …
This respected high-level text is aimed at students and professionals working on random processes in various areas, including physics and finance. The first author, Melvin Lax …
Minority games are simple mathematical models initially designed to understand the co-operative phenomena observed in markets. Their core ingredients are large numbers of …
The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model …
Financial markets are a fascinating example of 'complexity in action': a real-world complex system whose evolution is dictated by the decisions of crowds of traders who are …
Credit scoring is one of the most successful applications of statistical and management science techniques in finance in the last forty years. This unique collection of recent …
Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. …