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Modeling the Market: New Theories and Techniques
Modeling the Market New Theories and Techniques Author:Sergio M. Focardi The authors have done an admirable job...This book is a revealing and fascinating glimpse of the technologies which may rule the financial world in the years to come. --The Financial Times, February 1997 — [This] new book looks at the progress made, both in practice and in theory, toward producing a usable model of the market. Some of the theoret... more »ical foundations of efficient market theory are being demolished.« less