A Benchmark Approach to Quantitative Finance

A Benchmark Approach to Quantitative Finance

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The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The existence of an...

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Bibliographic Details
Main Authors: Platen, Eckhard (Author), Heath, David (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Series:Springer Finance
Subjects:
Economics, Mathematical.
Probabilities.
Statistics.
Public finance.
Economics.
Public Economics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Statistics for Business/Economics/Mathematical Finance/Insurance.
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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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