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Item Details
| Title:
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A BENCHMARK APPROACH TO QUANTITATIVE FINANCE
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| By: |
Eckhard Platen, David Heath |
| Format: |
Paperback |
| List price:
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£55.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642065651 |
| ISBN 13: |
9783642065651 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
12 February, 2010 |
| Edition: |
Softcover reprint of hardcover 1st ed. 2006 |
| Series: |
Springer Finance |
| Pages: |
700 |
| Synopsis: |
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. |
| Illustrations: |
199 Illustrations, black and white; XVI, 700 p. 199 illus. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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