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Download A Benchmark Approach to Quantitative Finance by Eckhard Platen, David Heath in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About 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.
Detailed Information
| Author: | Eckhard Platen, David Heath |
|---|---|
| Publication Year: | 2006 |
| ISBN: | 9783540262121 |
| Pages: | 702 |
| Language: | English |
| File Size: | 11.544 |
| Format: | |
| Price: | FREE |
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