A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfol
An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver?You're not alone! It's a tough subje
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of vol
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have
