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 studied cover univariate and multivariate issues as well as static and dynamic modeling.

• | By (Author): Dilip B. (University Of Maryland, College Park) Madan
• | Publisher: Cambridge University Press
• | Publication Date: Feb 03, 2022
• | Country of Publication: United Kingdom
• | Number of Pages: 281 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1316518094
• | ISBN-13: 9781316518090