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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)
SKU: isbn-9781316518090
Price: 4375.00 INR
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ISBN: 9781316518090

By Dilip B. Madan | Wim SchoutensCambridge University Press

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ISBN-13	9781316518090
ISBN-10	1316518094

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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

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