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A Benchmark Approach to Quantitative Finance
Language: en
Pages: 704
Authors: Eckhard Platen
Categories: Business & Economics
Type: BOOK - Published: 2006-10-28 - Publisher: Springer Science & Business Media

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A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfol
A Benchmark Approach to Investing and Pricing
Language: en
Pages:
Authors: Eckhard Platen
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Type: BOOK - Published: 2009 - Publisher:

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Applied Quantitative Finance
Language: en
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Authors: Wolfgang Karl Härdle
Categories: Business & Economics
Type: BOOK - Published: 2017-08-02 - Publisher: Springer

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This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of vol
Contemporary Quantitative Finance
Language: en
Pages: 421
Authors: Carl Chiarella
Categories: Mathematics
Type: BOOK - Published: 2010-07-01 - Publisher: Springer Science & Business Media

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This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have
Implementing Models in Quantitative Finance: Methods and Cases
Language: en
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Authors: Gianluca Fusai
Categories: Business & Economics
Type: BOOK - Published: 2007-12-20 - Publisher: Springer Science & Business Media

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This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical