Nonlinear valuation and non-gaussian risks in finance
Auteur :
Madan, Dilip B. / Schoutens, Wim
Éditeur :
Cambridge University Press
ISBN :
9781316518090
Date de publication :
3 févr. 2022
Dimensions :
25,0 x 17,5 x 2,0 cm
Poids :
700 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.