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.
Related ProductsYou can find similar offers for Benchmark Approach To products with our WhatsApp search.
Stay informed about the best deals and price drops. Choose which notifications you'd like to receive from PriceCheck.
Free easy-to-follow course for anyone in South Africa who wants to learn how to start a digital business.
