Nonlinear Valuation and Non-Gaussian Risks in Finance. New ed, Hardback/***

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. Publisher: Cambridge University Press Author(s): Wim (Katholieke Universiteit Leuven, Belgium) Schoutens Illustration(s): Worked examples or Exercises; Worked examples or Exercises Number of pages: 281 Publication date: 2022 Dimensions: 201 x 251 x 25 Cover type: Hardback