||0 of 0 people found the following review helpful.| Appears to be an older version|By Hai De Luo|The book had some errors which the author corrected for in a more recent version. Makes it harder to follow.|||From the reviews:||"The book under review introduces quantitative finance using the benchmark approach. … It is quite a nice blend of narrative and mathematics. There are also some bigger examples which contribute nicely to the overall presentation. &
A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. This book presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of d...
[PDF.yf51] A Benchmark Approach to Quantitative Finance (Springer Finance) Rating: 4.74 (707 Votes)
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You easily download any file type for your gadget.A Benchmark Approach to Quantitative Finance (Springer Finance) | Eckhard Platen, David Heath. I was recommended this book by a dear friend of mine.
