If you liked Nonlinear Valuation and Non-Gaussian Risks in Finance by Dilip B. Madan and Wim Schoutens, start with Stochastic Processes, Finance and Control (2012), Applied Conic Finance (2016), and Levy processes in credit risk (2010). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Nonlinear Valuation and Non-Gaussian Risks in Finance · Dilip B. Madan books in order

Recommended next reads

  1. 1 Stochastic Processes, Finance and Control 2012 · 605 pages · Samuel N. Cohen, Dilip B. Madan, Tak Kuen Siu · Same author
  2. 2 Applied Conic Finance 2016 · 198 pages · Dilip Madan, Wim Schoutens · Same author
  3. 3 Levy processes in credit risk 2010 · 200 pages · Wim Schoutens · Same author
  4. 4 The Risk Management of Contingent Convertible Bonds 2018 · 106 pages · Ine Marquet, Wim Schoutens · Same author
  5. 5 Financial Risk Management for Cryptocurrencies 2020 · 126 pages · Eline Van der Auwera, Wim Schoutens, Marco Petracco Giudici, Lucia Alessi · Same author
  6. 6 Handbook of Convertible Bonds 2011 · 396 pages · Wim Schoutens, Philippe Jabre · Same author
  7. 7 Peter Carr Gedenkschrift 2023 · Robert A. Jarrow, Dilip B. Madan · Same author
  8. 8 Stochastic Processes and Orthogonal Polynomials 2000 · 163 pages · Wim Schoutens · Same author
  9. 9 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author
  10. 10 Stochastic processes in the Askey scheme 1999 · 195 pages · Wim Schoutens · Same author
  11. 11 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author
  12. 12 Quantitative Fund Management. Chapman and Hall/ CRC Financial Mathematics Series 2009 · 467 pages · Georg Pflug, Gautam Mitra, Michael Dempster, Rama Cont, Dilip B. Madan · Same author

Frequently asked questions

What should I read after Nonlinear Valuation and Non-Gaussian Risks in Finance?

BookOrb recommends Stochastic Processes, Finance and Control (2012), Applied Conic Finance (2016), Levy processes in credit risk (2010), The Risk Management of Contingent Convertible Bonds (2018), and Financial Risk Management for Cryptocurrencies (2020).

Are there books like Nonlinear Valuation and Non-Gaussian Risks in Finance?

Yes. The list on this page is ranked from the closest matches BookOrb has for Nonlinear Valuation and Non-Gaussian Risks in Finance.

Who wrote Nonlinear Valuation and Non-Gaussian Risks in Finance?

Nonlinear Valuation and Non-Gaussian Risks in Finance is by Dilip B. Madan and Wim Schoutens.