Madan Dilip B (32 results)

Condition: new. New.

Condition: New. 2022. New. Hardcover. . . . . .

Condition: New.

Hardcover. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Condition: New.

Condition: As New. Unread book in perfect condition.

Condition: New.

Hardcover. Condition: new. Hardcover. 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 various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condition: New. 2022. New. Hardcover. . . . . . Books ship from the US and Ireland.

Condition: New. In English.

Condition: As New. Unread book in perfect condition.

Hardback. Condition: New. New copy - Usually dispatched within 3 working days.

Hardback. Condition: New. 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 various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities.…

Hardcover. Condition: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.

Condition: New. 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.

Condition: New. New edition NO-PA16APR2015-KAP.

Hardcover. Condition: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.

Hardcover. Condition: Brand New. 1st edition. 264 pages. 9.25x6.25x0.75 inches. In Stock.

Paperback. Condition: Brand New. 1st edition. 472 pages. 9.96x6.97x0.91 inches. In Stock.

Hardback. Condition: New. 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 various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities.…

Hardcover. Condition: Brand New. 1st edition. 444 pages. 9.50x6.50x1.25 inches. In Stock.

Hardcover. Condition: new. Hardcover. 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 various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Hardcover. Condition: Brand New. 841 pages. 9.25x6.50x2.00 inches. In Stock.

Hardcover. Condition: Brand New. 1st edition. 312 pages. 9.50x6.50x0.75 inches. In Stock.

Hardcover. Condition: Brand New. 1st edition. 202 pages. 9.25x6.25x0.75 inches. In Stock.

Hardcover. Condition: Brand New. 2nd edition. 384 pages. 9.61x6.46x0.98 inches. In Stock.

LeatherBound. Condition: New. BOOKS ARE EXEMPT FROM IMPORT DUTIES AND TARIFFS; NO EXTRA CHARGES APPLY. Leatherbound edition. Condition: New. Leather Binding on Spine and Corners with Golden leaf printing on spine. Bound in genuine leather with Satin ribbon page markers and Spine with raised gilt bands. Pages: 42. A perfect gift for your loved ones. Reprinted from 1976 edition. NO changes have been made to the original text. This is NOT a retyped or an ocr'd reprint. Illustrations, Index, if any, are included in black and white. Each page is checked manually before printing. As this print on demand book is reprinted from a very old book, there could be some missing or flawed pages, but we always try to make the book as complete as possible. Fold-outs, if any, are not part of the book. If the original book was published in multiple volumes then this reprint is of only one volume, not the whole set. IF YOU WISH TO ORDER PARTICULAR VOLUME OR ALL THE VOLUMES YOU CAN CONTACT US. Resized as per current standards. Sewing binding for longer life, where the book block is actually sewn (smythe sewn/section sewn) with thread before binding which results in a more durable type of binding. Language: English Pages: 42.…

Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Hardcover. Condition: new. Hardcover. 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 various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condition: New. Print on Demand.