NONLINEAR VALUATION AND NON-GAUSSIAN RISKS IN FINANCE by Dilip B. Madan ( 9781316518090 )

Item Details

Title:

NONLINEAR VALUATION AND NON-GAUSSIAN RISKS IN FINANCE

By:

Dilip B. Madan

Format:

Hardback

List price:

£104.00

Our price:

£93.60

Discount:

10% off

You save:

£10.40

ISBN 10:

1316518094

ISBN 13:

9781316518090

Availability:

Usually dispatched within 3-5 days.

Delivery rates

Stock:

Currently 2 available

Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

30 April, 2022

Edition:

New ed

Pages:

281

Description:

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.

Illustrations:

Worked examples or Exercises

Returns:

Returnable

Some other items by this author:

APPLIED CONIC FINANCE (HB)

CONTINGENT CONVERTIBLE (COCO) NOTES: STRUCTURE & PRICING (PB)

EXOTIC OPTION PRICING AND ADVANCED LEVY MODELS

EXOTIC OPTION PRICING AND ADVANCED LEVY MODELS (HB)

FINANCIAL RISK MANAGEMENT FOR CRYPTOCURRENCIES

INTEREST RATE MODELING (HB)

LEVY PROCESSES IN CREDIT RISK