A Benchmark Approach to Quantitative Finance PDF
702 Pages·2006·11.544 MB·English
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Description:
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 derivatives.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
