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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, February of 2022 ‧
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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.

Nonlinear Valuation And Non-Gaussian Risks In Finance

by Wim (Katholieke Universiteit Leuven, Belgium) Schoutens e Dilip B. (University Of Maryland, College Park) Madan

Property Description
ISBN: 9781316518090
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: February of 2022
Language: English
Cover: Hardcover
Pages: 280
Format: Book
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9781316518090