Search Results

Nonlinear Valuation and Non-Gaussian Risks in Finance

Download or Read eBook Nonlinear Valuation and Non-Gaussian Risks in Finance PDF written by Dilip B. Madan and published by Cambridge University Press. This book was released on 2022-02-03 with total page 283 pages. Available in PDF, EPUB and Kindle.
Nonlinear Valuation and Non-Gaussian Risks in Finance
Author :
Publisher : Cambridge University Press
Total Pages : 283
Release :
ISBN-10 : 9781316518090
ISBN-13 : 1316518094
Rating : 4/5 (90 Downloads)

Book Synopsis Nonlinear Valuation and Non-Gaussian Risks in Finance by : Dilip B. Madan

Book excerpt: Explore how market valuation must abandon linearity to deliver efficient resource allocation.


Nonlinear Valuation and Non-Gaussian Risks in Finance Related Books

Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: en
Pages: 283
Authors: Dilip B. Madan
Categories: Mathematics
Type: BOOK - Published: 2022-02-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: en
Pages: 284
Authors: Dilip B. Madan
Categories: Mathematics
Type: BOOK - Published: 2022-02-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

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 a
Peter Carr Gedenkschrift: Research Advances In Mathematical Finance
Language: en
Pages: 866
Authors: Robert A Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2023-11-10 - Publisher: World Scientific

DOWNLOAD EBOOK

This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contribution
Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference
Language: en
Pages: 554
Authors: David Gershon
Categories: Business & Economics
Type: BOOK - Published: 2022-12-21 - Publisher: World Scientific

DOWNLOAD EBOOK

This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presen
Financial Modeling Under Non-Gaussian Distributions
Language: en
Pages: 541
Authors: Eric Jondeau
Categories: Mathematics
Type: BOOK - Published: 2007-04-05 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option pr
Scroll to top