A Benchmark Approach to Quantitative Finance (Springer Finance) Book Information:

(Topics and chapters covered in detail below):

Overview & Summary ofA Benchmark Approach to Quantitative Finance (Springer Finance) Book

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.

• Book Type :

Higher Education Textbooks

Book Binding :

Paperback

Language :

English

Number of Pages :

ISBN - 10 :

443127913X

A Benchmark Approach to Quantitative Finance (Springer Finance) Published On :

Import, 26 Sep 2006

Resource:

Textbooks & Study Guides, Higher Education Textbooks Books for Students, Teachers, Graudates, Professionals and all others

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