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A benchmark approach to quantitative finance
- 作者： Platen, Eckhard.
- 其他作者：
- 出版： Berlin ;New York : Springer
- 叢書名： Springer finance
- 主題： Finance--Mathematical models , Risk--Mathematical models.
- ISBN： 9783540262121 (hbk): US$89.95 、 3540262121 (hbk): US$89.95
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. [669]-683) and indexes.
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讀者標籤：
- 系統號： 005012502 | 機讀編目格式
館藏資訊
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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