Summarizing market data developments, some inspired by statistical
physics, this book explains how to better predict the actual behavior of
financial markets with respect to asset allocation, derivative pricing
and hedging, and risk control. Risk control and derivative pricing are
major concerns to financial institutions. The need for adequate
statistical tools to measure and anticipate amplitude of potential moves
of financial markets is clearly expressed, in particular for derivative
markets. Classical theories, however, are based on assumptions leading
to systematic (sometimes dramatic) underestimation of risks
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