Nonlinear Valuation and Non-Gaussian Risks in Finance. New ed, Hardback

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.

• Publisher: Cambridge University Press
• Author(s): Wim (Katholieke Universiteit Leuven, Belgium) Schoutens
• Illustration(s): Worked examples or Exercises; Worked examples or Exercises
• Number of pages: 281
• Publication date: 2022
• Dimensions: 201 x 251 x 25
• Cover type: Hardback