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Search - A Benchmark Approach to Quantitative Finance (Springer Finance)

A Benchmark Approach to Quantitative Finance (Springer Finance)
A Benchmark Approach to Quantitative Finance - Springer Finance
Author: Eckhard Platen, David Heath
The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The existence of an equivalent risk-neutral pricing measure is not ...  more »
ISBN-13: 9783540262121
ISBN-10: 3540262121
Publication Date: 11/14/2006
Pages: 700
Edition: 1
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Publisher: Springer
Book Type: Hardcover
Members Wishing: 0
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