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Books > Business & Economics > Finance & accounting > Finance > Public finance

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A Benchmark Approach to Quantitative Finance (Paperback, Softcover reprint of hardcover 1st ed. 2006) Loot Price: R1,632

Discovery Miles 16 320

Repayment Terms: R153 pm x 12*

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A Benchmark Approach to Quantitative Finance (Paperback, Softcover reprint of hardcover 1st ed. 2006)

Eckhard Platen, David Heath

Series: Springer Finance

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Loot Price R1,632 Discovery Miles 16 320 | Repayment Terms: R153 pm x 12*

Expected to ship within 10 - 15 working days

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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

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Springer Finance
Release date:	February 2010
First published:	2006
Authors:	Eckhard Platen • David Heath
Dimensions:	235 x 158 x 36mm (L x W x T)
Format:	Paperback
Pages:	700
Edition:	Softcover reprint of hardcover 1st ed. 2006
ISBN-13:	978-3-642-06565-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > Public finance > General Books > Money & Finance > Public finance > General Promotions
LSN:	3-642-06565-1
Barcode:	9783642065651