Skip to content
Menu Button
Scan a barcode
Scan
My Lists
Scan a barcode
Scan
Summer Book Fair: Get kids' books
for as low as $2.99 each. Learn More →
Science & Math Books > Statistics Books
Hardcover A Benchmark Approach to Quantitative Finance Book
Share to Facebook
Share to Pinterest
Share to Twitter

ISBN: 3540262121

ISBN13: 9783540262121

A Benchmark Approach to Quantitative Finance

By and
No Customer Reviews

Select Format

Select Condition ThriftBooks Help Icon

Recommended

Format: Hardcover

Condition: New

$60.58
50 Available
Ships within 2-3 days
Add to Wish List

Book Overview

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 Subjects

Business Business & Investing Economics Finance Math Mathematics Popular Economics Probability & Statistics Science & Math

Customer Reviews

0 rating
Write a review
Trustpilot

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Follow Us

Link to Facebook
Link to Twitter
Link to Pinterest
Link to Tumblr
Link to Instagram
Copyright © 2025 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
GoDaddy Verified and Secured