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Nonlinear Valuation and Non-Gaussian Risks in Finance Madan, Dilip B. (University of Maryland, College Park) New edition
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Nonlinear Valuation and Non-Gaussian Risks in Finance
Madan, Dilip B. (University of Maryland, College Park)
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.
281 pages, Worked examples or Exercises
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de febrero de 2022 |
| ISBN13 | 9781316518090 |
| Editores | Cambridge University Press |
| Páginas | 280 |
| Dimensiones | 251 × 201 × 25 mm · 656 g |
| Lengua | Inglés |
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