All ebooks by Dilip B. Madan in PDF

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Add to my wish list Nonlinear Valuation and Non-Gaussian Risks in Finance Dilip B. Madan , Wim Schoutens 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 activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically... Publication date: 2022-02-03 Format: PDF Publisher: Cambridge University Press Add to basket £109,72

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Nonlinear Valuation and Non-Gaussian Risks in Finance

Dilip B. Madan , Wim Schoutens

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 activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically...

Publication date: 2022-02-03

Format: PDF

Publisher: Cambridge University Press

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£109,72

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