Nonlinear Valuation and Non-Gaussian Risks in Finance

137,90 €


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Información del producto

ISBN9781316518090
EditorialCambridge University Press
Precio (sin IVA)130,09 €
Impuestos7,81 €
Precio (IVA incluido)137,90 €
Disponibilidad2 Unidades En almacén externo

Descripción del producto

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.