A Benchmark Approach to Quantitative Finance

• Κύριοι συγγραφείς: Platen, Eckhard (Συγγραφέας), Heath, David (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Σειρά: Springer Finance
• Θέματα: Economics, Mathematical.; Probabilities.; Statistics.; Public finance.; Economics.; Public Economics.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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...