Description: Benchmark Approach to Quantitative Finance, Paperback by Platen, Eckhard; Heath, David, ISBN 3642065651, ISBN-13 9783642065651, Brand New, Free shipping in the US 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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Book Title: Benchmark Approach to Quantitative Finance
Author: Platen, Eckhard; Heath, David
Language: English
