Nonlinear Valuation and Non-Gaussian Risks in Finance (English, Dilip B. Madan | Wim Schoutens)

Name: Nonlinear Valuation and Non-Gaussian Risks in Finance (English, Dilip B. Madan | Wim Schoutens)
Brand: Dilip B. Madan | Wim Schoutens
SKU: isbn-9781316518090
Price: 13826 INR
Availability: InStock

by Dilip B. Madan | Wim Schoutens

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Total: ₹13,826

Book Details

Publisher

Cambridge University Press

Language

English

ISBN-13

9781316518090

ISBN-10

1316518094

Author

Dilip B. Madan | Wim Schoutens

About the Book

What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon, with arrival rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and v…

ISBN: 9781316518090

ISBN-13: 9781316518090

ISBN-10: 1316518094

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Product ID: isbn-9781316518090