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A Benchmark Approach to Quantitative Finance by David Heath, Eckhard Platen (Paperback, 2010)
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ISBN-13: 9783642065651, 978-3642065651. A Benchmark Approach to Quantitative Finance.
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About this product
Product Information
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.Product Identifiers
PublisherSpringer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-139783642065651
eBay Product ID (ePID)97711124
Product Key Features
Number of Pages700 Pages
Publication NameA Benchmark Approach to Quantitative Finance
LanguageEnglish
SubjectAccounting, Government, Finance, Mathematics
Publication Year2010
TypeTextbook
AuthorDavid Heath, Eckhard Platen
SeriesSpringer Finance
FormatPaperback
Dimensions
Item Height235 mm
Item Weight1080 g
Item Width155 mm
Additional Product Features
Country/Region of ManufactureGermany
Title_AuthorDavid Heath, Eckhard Platen
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