There are 11 books by Wim Schoutens on BookOrb. A strong starting point is Levy Processes in Finance (2003). The bibliography below is in publication order, with series grouped in reading order.
Standalone books
Showing 9 of 11 titles.
Frequently asked questions
How many books has Wim Schoutens written?
BookOrb lists 11 books by Wim Schoutens.
Where should I start with Wim Schoutens?
A good starting point is Levy Processes in Finance (2003).
What is the Wim Schoutens books in order list?
In publication order: 1. Stochastic processes in the Askey scheme (1999), 2. Stochastic Processes and Orthogonal Polynomials (2000), 3. Levy Processes in Finance (2003), 4. Levy processes in credit risk (2010), 5. Handbook of Convertible Bonds (2011), 6. The Handbook of Hybrid Securities (2014), 7. Applied Conic Finance (2016), 8. The Risk Management of Contingent Convertible Bonds (2018), 9. Nonlinear Valuation and Non-Gaussian Risks in Finance (2022).