Original Image
click to view more

Benchmark Approach to Quantitative Finance

by Benchmark Approach to Quantitative Finance

$52.27

List Price: $54.99
Save: $2.72 (4%)
add to favourite
  • In Stock - Ship in 24 hours with Free Online tracking.
  • FREE DELIVERY by Wednesday, May 28, 2025
  • 24/24 Online
  • Yes High Speed
  • Yes Protection
Tell-A-Friend
Last update:

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.

Last updated on

Product Details

  • Sep 26, 2006 Pub Date:
  • 3540262121 ISBN-10:
  • 9783540262121 ISBN-13:
  • English Language