000 00851 a2200289 4500
003 OSt
005 20221019102206.0
008 221010b ||||| |||| 00| 0 eng d
020 _a9781316518090
040 _cIGIDR
082 _a332.015118
_bMAD
_220
100 _aMadan, Dilip B
245 _aNonlinear valuation and non-gaussian risks in finance /
_cDilip B. Madan and Wim Schoutens
260 _aCambridge
_bCambridge Uni Pr
_c2022
300 _axii, 268p
650 _aEconomics
650 _aFinancial economics
650 _aFinance
_xMathematical models
650 _aFinancial risk management
_xMathematical models
650 _aGaussian processes
650 _aMultivariate analysis
650 _aNonlinear theories
650 _aProcessus gaussiens
650 _aValuation
700 _aSchoutens, Wim
942 _2ddc
_cBK
999 _c165119
_d165119