All ebooks by Wim Schoutens in PDF and EPUB
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All ebooks by Wim Schoutens in PDF and EPUB


4  Book(s)
Download this eBook Nonlinear Valuation and Non-Gaussian Risks in Finance
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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
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£109,72
Download this eBook Financial Risk Management for Cryptocurrencies
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Financial Risk Management for Cryptocurrencies


Lucia Alessi , Marco Petracco Giudici , Wim Schoutens , Eline Van Der Auwera


This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain...

Publication date: 2020-09-20
Format: PDF, ePub
Publisher: Springer
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£59,99
Download this eBook Applied Conic Finance
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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
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£93,89
Download this eBook Quantitative Assessment of Securitisation Deals
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Quantitative Assessment of Securitisation Deals


Francesca Campolongo , Henrik Jönsson , Wim Schoutens


The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be...

Publication date: 2012-09-05
Format: ePub
Publisher: Springer
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£44,99

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