English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
A Benchmark Approach to Quantitative Finance (Springer Finance)
Posted on 2010-04-13
|  |
Author: David Heath, Eckhard Platen
Publisher: Springer (2006) Binding: Hardcover, 700 pages pricer: $89.95 ISBN-10: 3540262121 editorialreviews The benchmark approach 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. The existence of an equivalent risk-neutral pricing measure is not required. Instead, it leads to pricing formulae with respect to the real-world probability measure. This yields important modeling freedom which turns out to be necessary for the derivation of realistic, parsimonious market models. The first part of the book describes the necessary tools from probability theory, statistics, stochastic calculus and the theory of stochastic differential equations with jumps. The second part is devoted to financial modeling?by the benchmark approach. Various quantitative methods for the real-world pricing and hedging of derivatives are explained. The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability. checked failed failed no
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (Download Link 1) | Alive |
| Download Link (Download Link 1) | Alive |
| Download Link (Download Link 1) | Alive |
| http:/…/…www.icefile.net/…index.php?page=main | Alive |
| Download Link (Download Link 1) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Economics/Finances A Benchmark Approach to Quantitative Finance Eckhard Platen, David Heath, "A Benchmark Approach to Quantitative Finance" Springer; 1 edition (November 14, 2006) | ISBN: 3540262121 | 700 pages | PDF | 10,1 Mb Mirror: / MIRROR : |
 | Quantitative Finance for Physicists: An Introduction (Academic Press Advanced Finance) Author: Anatoly B. SchmidtPublisher: Academic Press (2004)Binding: Hardcover, 184 pagespricer: $68.95ISBN-10: 012088464XeditorialreviewsWith more and more physicists and physics students exploring the possibility of utilizing their advanced ... |
 | Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) Author: Andrea Roncoroni, Gianluca FusaiPublisher: Springer (2008)Binding: Hardcover, 608 pagespricer: $79.95ISBN-10: 3540223487editorialreviewsThis book puts numerical methods into action for the purpose of solving concrete problems arisin ... |
 | The Analytics of Risk Model Validation (Quantitative Finance) (Quantitative Finance) Author: Publisher: Academic Press (2007)Binding: Hardcover, 216 pagespricer: $69.95ISBN-10: 0750681586editorialreviewsRisk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regul ... |
 | Economics for Financial Markets (Quantitative Finance) (Quantitative Finance) Author: Brian KettellPublisher: Butterworth-Heinemann (2001)Binding: Hardcover, 384 pagespricer: $112.00ISBN-10: 0750653841editorialreviewsSuccessful trading, speculating or simply making informed decisions about financial markets means it ... |
 | Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance) Author: George LevyPublisher: Butterworth-Heinemann (2004)Binding: Hardcover, 456 pagespricer: $126.00ISBN-10: 0750657227editorialreviewsComputational Finance presents a modern computational approach to mathematical finance within the Windo ... |
Comments (0)
