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 |