A Benchmark Approach to Quantitative Finance

A Benchmark Approach to Quantitative Finance

4.11 - 1251 ratings - Source



Describes the necessary tools from probability theory, statistics, stochastic calculus and the theory of stochastic differential equations with jumps. This book also deals with financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.This book also deals with financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.


Title:A Benchmark Approach to Quantitative Finance
Author: Eckhard Platen, David Heath
Publisher:Springer Science & Business Media - 2006-10-28
ISBN-13:

You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.

Once you have finished the sign-up process, you will be redirected to your download Book page.

How it works:
  • 1. Register a free 1 month Trial Account.
  • 2. Download as many books as you like (Personal use)
  • 3. Cancel the membership at any time if not satisfied.


Click button below to register and download Ebook
Privacy Policy | Contact | DMCA