The Statistical Mechanics of Financial Markets (Texts and Monographs in Physics)
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This third edition includes two new chapters containing a practitioner's treatment of two important current topics in banking: the basic notions and tools of risk management and capital requirements for financial institutions, including an overview of the new Basel II …
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This third edition includes two new chapters containing a practitioner's treatment of two important current topics in banking: the basic notions and tools of risk management and capital requirements for financial institutions, including an overview of the new Basel II capital framework.
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