A Benchmark Approach to Quantitative Finance (English, Eckhard Platen | David Heath)
by Eckhard Platen | David Heath
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540262121
ISBN-10
3540262121
Author
Eckhard Platen | David Heath
About the Book
The benchmark approach is a framework for financial market modeling that extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The first part of this book describes the necessary tools from probability theory, statistics, stochastic calculus and the theory of stochastic differential equations with jumps. The second…
ISBN: 9783540262121
ISBN-13: 9783540262121
ISBN-10: 3540262121
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Product ID: isbn-9783540262121
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