A Benchmark Approach to Quantitative Finance
| dc.contributor.author | Heath, David | |
| dc.contributor.author | Platen, Eckhard | |
| dc.date.accessioned | 2022-12-05T23:06:45Z | |
| dc.date.available | 2022-12-05T23:06:45Z | |
| dc.date.issued | 2006 | |
| dc.date.updated | 2021-11-28T07:31:44Z | |
| dc.description.abstract | 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. | en_AU |
| dc.format.mimetype | application/pdf | en_AU |
| dc.identifier.isbn | 9783540262121 | en_AU |
| dc.identifier.uri | http://hdl.handle.net/1885/281553 | |
| dc.language.iso | en_AU | en_AU |
| dc.publisher | Springer | en_AU |
| dc.relation.isversionof | 1 Edition | |
| dc.rights | © Springer-Verlag Berlin Heidelberg 2006, Corrected printing 2010 | en_AU |
| dc.title | A Benchmark Approach to Quantitative Finance | en_AU |
| dc.type | Book | en_AU |
| local.bibliographicCitation.lastpage | 698 | en_AU |
| local.bibliographicCitation.placeofpublication | Heidelberg | |
| local.bibliographicCitation.startpage | 1 | en_AU |
| local.contributor.affiliation | Heath, David, College of Science, ANU | en_AU |
| local.contributor.affiliation | Platen, Eckhard, University of Technology Sydney | en_AU |
| local.contributor.authoruid | Heath, David, u1589668 | en_AU |
| local.description.notes | Imported from ARIES | en_AU |
| local.identifier.absfor | 350200 - Banking, finance and investment | en_AU |
| local.identifier.ariespublication | u4133361xPUB11 | en_AU |
| local.publisher.url | https://link.springer.com/ | en_AU |
| local.type.status | Metadata only | en_AU |