A Benchmark Approach To Quantitative Finance (Springer Finance)

A Benchmark Approach To Quantitative Finance (Springer Finance)

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A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.

  • Used Book in Good Condition
Author

Eckhard Platen

Author

David Heath

Binding

Hardcover

Brand

Brand: Springer

EAN

9783540262121

Edition

1st ed. 2006. Corr. 2nd printing 2010

ISBN

443127913X

Label

Springer

Manufacturer

Springer

NumberOfPages

700

ProductGroup

Book

ProductTypeName

ABIS_BOOK

PublicationDate

2009-11-15

Publisher

Springer

Studio

Springer

A Benchmark Approach to Quantitative Finance (Springer Finance)A Benchmark Approach to Quantitative Finance (Springer Finance)

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