Nonlinear Valuation and Non-Gaussian Risks in Finance

€137.90


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Product Information

ISBN9781316518090
PublisherCambridge University Press
Price (excl. tax)€130.09
Tax€7.81
Price (incl. tax)€137.90
Availability2 units in external warehouse

Product Description

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.