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A Benchmark Approach to Quantitative Finance

A Benchmark Approach to Quantitative Finance

David Heath / Eckhard Platen

62,90 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2009
Materia
Finanzas
ISBN:
9783540262121
62,90 €
IVA incluido
Disponible

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Sobre IBD

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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