A Benchmark Approach To Quantitative Finance(Hardback) - 2009 Edition

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Hardcover::::
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2009)
ASIN: B01M3R4PF0
Format: PDF ePub TXT ebook

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, explai...

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A Benchmark Approach To Quantitative Finance(Hardback) - 2009 Edition reviews:

The book had some errors which the author corrected for in a more recent version. Makes it harder to follow....

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