All ebooks by Wim Schoutens in PDF and EPUB
Readzis program recommandation

All ebooks by Wim Schoutens in PDF and EPUB


2  Book(s)
Download this eBook Nonlinear Valuation and Non-Gaussian Risks in Finance
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
Add to basket
£109,72
Download this eBook Applied Conic Finance
Add to my wish list

Applied Conic Finance


Dilip Madan , Wim Schoutens


This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and fundamentally motivated manner. Whilst theories of one price classically eliminate all risk,...

Publication date: 2016-10-13
Format: PDF, ePub
Add to basket
£93,89

Sign up to get our latest ebook recommendations and special offers


Paiements sécurisés