Madan, Dilip B.
Overview
Works: | 1 works in 0 publications in 0 languages |
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Titles
Advances in mathematical finance /
by:
Fu, Michael, (1962-.); Madan, Dilip B.; Mathematical Finance Conference ((2006 :)
(Language materials, printed)
Nonlinear valuation and non-Gaussian risks in finance
by:
Madan, Dilip B.; Schoutens, Wim.
(Electronic resources)
Subjects
Finance- Mathematical models
Financial risk management- Mathematical models.
Gaussian processes.
Stochastic processes- Congresses.
Finance- Mathematical models.
Derivative securities- Prices
Valuation.
Multivariate analysis.
Investments- Mathematics
Levy processes
Options (Finance)- Mathematical models
Nonlinear theories.