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Books Like Levy processes in credit risk

If you liked Levy processes in credit risk by Wim Schoutens

If you liked Levy processes in credit risk by Wim Schoutens, start with Levy Processes in Finance (2003), Exotic Option Pricing and Advanced Levy Models (2007), and Applied Conic Finance (2016). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author
  2. 2 Exotic Option Pricing and Advanced Levy Models 2007 · 344 pages · Andreas Kyprianou, Wim Schoutens, Paul Wilmott · Same author
  3. 3 Applied Conic Finance 2016 · 198 pages · Dilip Madan, Wim Schoutens · Same author
  4. 4 Stochastic Processes and Orthogonal Polynomials 2000 · 163 pages · Wim Schoutens · Same author
  5. 5 The Risk Management of Contingent Convertible Bonds 2018 · 106 pages · Ine Marquet, Wim Schoutens · Same author
  6. 6 Financial Risk Management for Cryptocurrencies 2020 · 126 pages · Eline Van der Auwera, Wim Schoutens, Marco Petracco Giudici, Lucia Alessi · Same author
  7. 7 Handbook of Convertible Bonds 2011 · 396 pages · Wim Schoutens, Philippe Jabre · Same author
  8. 8 Nonlinear Valuation and Non-Gaussian Risks in Finance 2022 · Dilip B. Madan, Wim Schoutens · Same author
  9. 9 Stochastic processes in the Askey scheme 1999 · 195 pages · Wim Schoutens · Same author
  10. 10 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author

Frequently asked questions

What should I read after Levy processes in credit risk?

BookOrb recommends Levy Processes in Finance (2003), Exotic Option Pricing and Advanced Levy Models (2007), Applied Conic Finance (2016), Stochastic Processes and Orthogonal Polynomials (2000), and The Risk Management of Contingent Convertible Bonds (2018).

Are there books like Levy processes in credit risk?

Yes. The list on this page is ranked from the closest matches BookOrb has for Levy processes in credit risk.

Who wrote Levy processes in credit risk?

Levy processes in credit risk is by Wim Schoutens.