Nonlinear Valuation and Non-Gaussian Risks in Finance

€ 137,90


Disponível para envio em 4/5 dias

Informação do Produto

ISBN9781316518090
EditoraCambridge University Press
Preço (iva excl.)€ 130,09
Imposto€ 7,81
Preço (iva inc.)€ 137,90
Disponibilidade2 unidades em armazém externo

Descrição do Produto

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.