A Benchmark Approach to Quantitative Finance (Springer Finance)
ISBN-13:
9783540262121
ISBN-10:
3540262121
Edition:
2006
Author:
David Heath, Eckhard Platen
Publication date:
2006
Publisher:
Springer
Format:
Hardcover
716 pages
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Book details
ISBN-13:
9783540262121
ISBN-10:
3540262121
Edition:
2006
Author:
David Heath, Eckhard Platen
Publication date:
2006
Publisher:
Springer
Format:
Hardcover
716 pages
Summary
A Benchmark Approach to Quantitative Finance (Springer Finance) (ISBN-13: 9783540262121 and ISBN-10: 3540262121), written by authors
David Heath, Eckhard Platen, was published by Springer in 2006.
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Description
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.
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