A Benchmark Approach to Quantitative Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


A Benchmark Approach to Quantitative Finance

简体网页||繁体网页
Heath, David 作者
译者
出版日期
716 页数
$ 101.64 价格
丛书系列
9783642065651 图书编码

A Benchmark Approach to Quantitative Finance 在线电子书 图书标签: 计算机  数学  to  Springer  Quantitative  Finance  Benchmark  Approach   


喜欢 A Benchmark Approach to Quantitative Finance 在线电子书 的读者还喜欢




点击这里下载
    

想要找书就要到 图书目录大全
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-11-04


A Benchmark Approach to Quantitative Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

A Benchmark Approach to Quantitative Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

A Benchmark Approach to Quantitative Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



A Benchmark Approach to Quantitative Finance 在线电子书 用户评价

评分

评分

评分

评分

评分

A Benchmark Approach to Quantitative Finance 在线电子书 著者简介


A Benchmark Approach to Quantitative Finance 在线电子书 图书目录


A Benchmark Approach to Quantitative Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

A Benchmark Approach to Quantitative Finance 在线电子书 图书描述

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.

A Benchmark Approach to Quantitative Finance 在线电子书 下载 mobi epub pdf txt 在线电子书下载

想要找书就要到 图书目录大全
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

A Benchmark Approach to Quantitative Finance 在线电子书 读后感

评分

评分

评分

评分

评分

类似图书 点击查看全场最低价

A Benchmark Approach to Quantitative Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


分享链接





A Benchmark Approach to Quantitative Finance 在线电子书 相关图书




本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 book.wenda123.org All Rights Reserved. 图书目录大全 版权所有