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Book Cover
Book
Author Platen, Eckhard.

Title A benchmark approach to quantitative finance / Eckhard Platen, David Heath
Published Berlin : Springer, 2006

Copies

Location Call no. Vol. Availability
 MELB  332.0151 Pla/Bat  AVAILABLE
Description xvi, 700 pages : 199 fig. ; 24 cm
Series Springer finance
Springer finance.
Summary 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. Authors from University Technology, Sydney
Analysis Finance (Australia)
Notes Includes bibliographies (p. [669] - 683) and index
Introduction
Bibliography Includes bibliographical references
Subject Benchmarking (Management)
Capital market -- Mathematical models.
Derivative securities.
Finance -- Mathematical model
Finance -- Mathematical models.
Industrial management -- Mathematical models.
Risk management.
Author Heath, David.
LC no. 2006932290
ISBN 3540262121 (hd.bd.)
9783540262121 (hd.bd.)