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Arbitrage Theory in Continuous Time
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 …
Scale-Free Networks
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 …
Random Processes in Physics and Finance
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 …
The Mathematical Theory of Minority Games
Minority games are simple mathematical models initially designed to understand the co-operative phenomena observed in markets. Their core ingredients are large numbers of …
Minority Games
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 Market Complexity
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 …
Readings in Credit Scoring
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 …
Asset Pricing in Discrete Time
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. …