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New PDF release: A Benchmark Approach to Quantitative Finance (Springer

By Eckhard Platen,David Heath

ISBN-10: 3540262121

ISBN-13: 9783540262121

ISBN-10: 3642065651

ISBN-13: 9783642065651

A framework for monetary marketplace modeling, the benchmark process extends past ordinary possibility impartial pricing concept. It allows a unified remedy of portfolio optimization, spinoff pricing, built-in danger administration and coverage threat modeling. This booklet offers the required mathematical instruments, through an intensive advent to monetary modeling lower than the benchmark method, explaining a number of quantitative equipment for the reasonable pricing and hedging of derivatives.

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

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