Tags
Language
Tags
March 2024
Su Mo Tu We Th Fr Sa
25 26 27 28 29 1 2
3 4 5 6 7 8 9
10 11 12 13 14 15 16
17 18 19 20 21 22 23
24 25 26 27 28 29 30
31 1 2 3 4 5 6

A Benchmark Approach to Quantitative Finance (Repost)

Posted By: Specialselection
A Benchmark Approach to Quantitative Finance (Repost)

Eckhard Platen, David Heath, "A Benchmark Approach to Quantitative Finance"
English | 2009-12-01 | ISBN: 3540262121 | 702 pages | PDF | 11 mb

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.