Nonlinear Valuation and Non-Gaussian Risks in Finance
Nonlinear Valuation and Non-Gaussian Risks in Finance
Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems
MADAN, DILIP B. (UNIVERSITY OF MARYLAND, COLLEGE PARK),SCHOUTENS, WIM (KATHOLIEKE UNIVERSITEIT LEUVEN, BELGIUM)
Nonlinear Valuation and Non-Gaussian Risks in Finance
Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems
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9781316518090Mladinska knjiga ID
9781316518090Leto izida
2022Datum izida
03.02.2022Število strani
281Status dobavljivosti
7-10 delovnih dniZaložnik
Cambridge University PressAvtor
Madan, Dilip B. (University of Maryland, College Park),Schoutens, Wim (Katholieke Universiteit Leuven, Belgium)Dimenzije
201 x 251 x 25BIC
PBWOpis
Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems studied cover univariate and multivariate issues as well as static and dynamic modeling.Pogosto kupljeno skupaj
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