Nonlinear Valuation and Non-Gaussian Risks in Finance

Name: Nonlinear Valuation and Non-Gaussian Risks in Finance
Brand: Cambridge University Press
SKU: 9781316518090
Price: 4375.00 INR
Availability: InStock

by Dilip B. Madan, Wim Schoutens

Cambridge University Press

₹4,375

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From the publisher

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 at a zero time horizon, with arrival rates at the core of the modeling.

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