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New directions in mathematical finance

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New ideas in quantitative finance are always welcome, especially so in recent years as new techniques have steadily gained in popularity and old techniques have become more sophisticated. This book features new contributions from many highly regarded individuals, collected together by Paul Wilmott and Henrik Rasmussen. Subjects featured include new techniques for: Risk Management Equity Modelling Interest Rate Modelling This book is a worthy addition to the canon of literature on quantitative finance.

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