Nonlinear Valuation and Non-Gaussian Risks in Finance

Nonlinear Valuation and Non-Gaussian Risks in Finance
Author: Dilip B. Madan
Publisher: Cambridge University Press
Total Pages: 283
Release: 2022-02-03
Genre: Mathematics
ISBN: 1316518094
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Explore how market valuation must abandon linearity to deliver efficient resource allocation.


Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: en
Pages: 283

Nonlinear Valuation and Non-Gaussian Risks in Finance

Authors: Dilip B. Madan
Categories: Mathematics
Type: BOOK - Published: 2022-02-03 - Publisher: Cambridge University Press

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Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Peter Carr Gedenkschrift: Research Advances In Mathematical Finance
Language: en
Pages: 866

Peter Carr Gedenkschrift: Research Advances In Mathematical Finance

Authors: Robert A Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2023-11-10 - Publisher: World Scientific

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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

Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference

Authors: David Gershon
Categories: Business & Economics
Type: BOOK - Published: 2022-12-21 - Publisher: World Scientific

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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

Financial Modeling Under Non-Gaussian Distributions

Authors: Eric Jondeau
Categories: Mathematics
Type: BOOK - Published: 2007-04-05 - Publisher: Springer Science & Business Media

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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
The Elements of Financial Econometrics
Language: en
Pages: 394

The Elements of Financial Econometrics

Authors: Jianqing Fan
Categories: Business & Economics
Type: BOOK - Published: 2017-03-23 - Publisher: Cambridge University Press

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A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematic