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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
