Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: English
Published by Cambridge University Press, 2022
- Hardcover
- New
Condition: New
£ 125.27
Quantity: 2 available
Add to basketItem description from seller
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 s.
Seller Inventory # 498364234
- Title
- Nonlinear Valuation and Non-Gaussian Risks in Finance
- Author
- Madan, Dilip B.|Schoutens, Wim
- Publisher
- Cambridge University Press
- Publication year
- 2022
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1316518094
- ISBN 13
- 9781316518090
"Synopsis" may belong to another edition of this title.
About the Author
Wim Schoutens is Professor at the Katholieke Universiteit Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. He served as expert witness for the General Court of the European Union, Luxembourg and has worked as an expert for the IMF and for the European Commission. In 2012, he was awarded the John von Neumann Visiting Professorship of the Technical University of Munich. He has authored several books on financial mathematics and is a regular lecturer to the financial industry. Finally, he is a member of the Belgium CPI commission.
"About the title" may belong to another edition of this title.
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