Benchmark-Ansatz für quantitative Finanzen: Ein Benchmark-Ansatz, Hardcover...
52,92 €
Benchmark Approach To Quantitative Finance : A Benchmark Approach, Hardcover by Platen, Eckhard; Heath, David, ISBN 3540262121, ISBN-13 9783540262121, Brand New, Free P&P in the UK 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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