If you liked Stochastic Processes and Orthogonal Polynomials by Wim Schoutens, start with Exotic Option Pricing and Advanced Levy Models (2007), 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 Stochastic Processes and Orthogonal Polynomials · Wim Schoutens books in order

Recommended next reads

  1. 1 Exotic Option Pricing and Advanced Levy Models 2007 · 344 pages · Andreas Kyprianou, Wim Schoutens, Paul Wilmott · 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 Nonlinear Valuation and Non-Gaussian Risks in Finance 2022 · Dilip B. Madan, Wim Schoutens · Same author
  8. 8 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author
  9. 9 Stochastic processes in the Askey scheme 1999 · 195 pages · Wim Schoutens · Same author
  10. 10 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author

Frequently asked questions

What should I read after Stochastic Processes and Orthogonal Polynomials?

BookOrb recommends Exotic Option Pricing and Advanced Levy Models (2007), 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 Stochastic Processes and Orthogonal Polynomials?

Yes. The list on this page is ranked from the closest matches BookOrb has for Stochastic Processes and Orthogonal Polynomials.

Who wrote Stochastic Processes and Orthogonal Polynomials?

Stochastic Processes and Orthogonal Polynomials is by Wim Schoutens.