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A Benchmark Approach to Quantitative Finance
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…
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A Benchmark Approach to Quantitative Finance
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…
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https://books.apple.com/us/book/a-benchmark-approach-to-quantitative-finance/id518189988A Benchmark Approach to Quantitative Finance
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…
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14- titleA Benchmark Approach to Quantitative Finance by Eckhard Platen & David Heath on Apple Books
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- og:descriptionBusiness & Personal Finance · 2006
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