A Benchmark Approach to Quantitative Finance (Innbundet)

Serie: Springer Finance 

Forfatter:

og

Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 2006
Antall sider: 700
Forlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Språk: Engelsk
Serie:
ISBN/EAN: 9783540262121
Omtale A Benchmark Approach to Quantitative Finance
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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