||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.az35] A Benchmark Approach to Quantitative Finance (Springer Finance) Rating: 3.99 (508 Votes)
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You can specify the type of files you want, for your device.A Benchmark Approach to Quantitative Finance (Springer Finance) | Eckhard Platen, David Heath. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
