Isbn: 9783540262121 - a benchmark approach to quantitative finance (springer finance) (16 resultados)

8° , Gebundene Ausgabe. Condición: Sehr gut. 700 Seiten Ehemaliges Bibliotheksexemplar mit den üblichen Kennzeichnungen, ansonsten in neuwertigem Zustand. B05-02-03F Sprache: Englisch Gewicht in Gramm: 1170 Auflage: 1st Corrected ed. 2006, Corr. 3rd printing 2009.

Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

hardcover. Condición: Very Good.

Condición: New.

Condición: New.

Condición: New. In.

Condición: New.

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years products based on nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for most individuals. Banks, insurance companies and other corporations are increasingly using nancial and insurance instruments for the active management of risk. An increasing range of securities allows risks to be hedged in a way that can be closely t- lored to the speci c needs of particular investors and companies. The ability to handle e ciently and exploit successfully the opportunities arising from modern quantitative methods is now a key factor that di erentiates market participants in both the nance and insurance elds. For these reasons it is important that nancial institutions, insurance companies and corporations develop expertise in the area of quantitative nance, where many of the as- ciated quantitative methods and technologies emerge. This book aims to provide an introduction to quantitative nance. More precisely, it presents an introduction to the mathematical framework typically usedin nancialmodeling,derivativepricing,portfolioselectionandriskm- agement. It o ers a uni ed approach to risk and performance management by using the benchmark approach, which is di erent to the prevailing paradigm and will be described in a systematic and rigorous manner. This approach uses the growth optimal portfolio as numeraire and the real world probability measure as pricing measure.…

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: As New. Unread book in perfect condition.

Hardback. Condición: New. The benchmark approach is a framework for financial market modeling that extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The first part of this 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 under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers having 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 is intended for a wide audience including quantitative analysts, postgraduate students and practitioners in finance, economics and insurance.…

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In recent years products based on nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for most individuals. Banks, insurance companies and other corporations are increasingly using nancial and insurance instruments for the active management of risk. An increasing range of securities allows risks to be hedged in a way that can be closely t- lored to the speci c needs of particular investors and companies. The ability to handle e ciently and exploit successfully the opportunities arising from modern quantitative methods is now a key factor that di erentiates market participants in both the nance and insurance elds. For these reasons it is important that nancial institutions, insurance companies and corporations develop expertise in the area of quantitative nance, where many of the as- ciated quantitative methods and technologies emerge. This book aims to provide an introduction to quantitative nance. More precisely, it presents an introduction to the mathematical framework typically usedin nancialmodeling,derivativepricing,portfolioselectionandriskm- agement. It o ers a uni ed approach to risk and performance management by using the benchmark approach, which is di erent to the prevailing paradigm and will be described in a systematic and rigorous manner. This approach uses the growth optimal portfolio as numeraire and the real world probability measure as pricing measure. 720 pp. Englisch.…

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. -first and only book presenting the so-called benchmark approach to quantitative finance -provides information and methods for a wide range of professionals, researchers and graduate students -method embedded into a self-contained textbook -modular structur.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The benchmark approach is a framework for financial market modeling that extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The first part of this 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 under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers having 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 is intended for a wide audience including quantitative analysts, postgraduate students and practitioners in finance, economics and insurance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 720 pp. Englisch. …