A Benchmark Approach to Quantitative Finance

Released on by Eckhard Platen
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  • A Benchmark Approach to Quantitative Finance Book Detail

  • Author : Eckhard Platen
  • Release Date : 2006-10-28
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 704
  • ISBN 13 : 3540478566
  • File Size : 34,34 MB
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A Benchmark Approach to Quantitative Finance by Eckhard Platen PDF Summary

Book Description: 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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This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have