A Benchmark Approach to Quantitative Finance (Springer by Eckhard Platen,David Heath

By Eckhard Platen,David Heath

A framework for monetary industry modeling, the benchmark process extends past common threat impartial pricing conception. It allows a unified remedy of portfolio optimization, spinoff pricing, built-in hazard administration and coverage probability modeling. This e-book provides the required mathematical instruments, via an intensive advent to monetary modeling lower than the benchmark process, explaining a variety of quantitative tools for the reasonable pricing and hedging of derivatives.

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