Nonlinear valuation and non-Gaussian risks in finance

Author(s)

• Madan, Dilip B.
• Schoutens, Wim

Bibliographic Information

Nonlinear valuation and non-Gaussian risks in finance

Dilip B. Madan, Wim Schoutens

Cambridge University Press, 2022

• hbk.

Note

Includes bibliographical references and index

Details

• NCID: BC11924338
• ISBN:
  • 9781316518090
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xii, 268 p.
• Size: 26 cm
• Subject Headings:
  • LCSH : Financial risk management -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Valuation
  • LCSH : Gaussian processes
  • LCSH : Multivariate analysis
  • LCSH : Finance -- Mathematics
  • LCSH : Valuation -- Mathematics
  • LCSH : Nonlinear theories