A Benchmark Approach to Quantitative Finance is popular PDF and ePub book, written by Eckhard Platen in 2006-10-28, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, A Benchmark Approach to Quantitative Finance can be Read Online from any device for your convenience.

A Benchmark Approach to Quantitative Finance Book PDF Summary

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.

Detail Book of A Benchmark Approach to Quantitative Finance PDF

A Benchmark Approach to Quantitative Finance
  • Author : Eckhard Platen
  • Release : 28 October 2006
  • Publisher : Springer Science & Business Media
  • ISBN : 9783540478560
  • Genre : Business & Economics
  • Total Page : 704 pages
  • Language : English
  • PDF File Size : 11,8 Mb

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