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A benchmark approach to quantitative finance

A benchmark approach to quantitative finance (Loan 1 times)

Material type
단행본
Personal Author
Platen, Eckhard. Heath, David.
Title Statement
A benchmark approach to quantitative finance / Eckhard Platen, David Heath.
Publication, Distribution, etc
Berlin ;   New York :   Springer ,   2006.  
Physical Medium
xvi, 700 p. : ill. ; 24 cm.
Series Statement
Springer finance
ISBN
3540262121 (hbk.) :
Bibliography, Etc. Note
Includes bibliographical references (p. [669]-683) and indexes.
Subject Added Entry-Topical Term
Finance -- Mathematical models. Risk -- Mathematical models.
000 00897camuu2200253 a 4500
001 000045367218
005 20070702145556
008 070522s2006 gw a b 001 0 eng d
020 ▼a 3540262121 (hbk.) : ▼c EUR69.95
035 ▼a (KERIS)BIB000010703662
040 ▼a 211064 ▼c 211064 ▼d 211064 ▼d 211064 ▼d 244002
050 4 ▼a HG106 ▼b .P53 2006
082 0 4 ▼a 332.0151 ▼2 22
090 ▼a 332.0151 ▼b P716b
100 1 ▼a Platen, Eckhard.
245 1 2 ▼a A benchmark approach to quantitative finance / ▼c Eckhard Platen, David Heath.
260 ▼a Berlin ; ▼a New York : ▼b Springer , ▼c 2006.
300 ▼a xvi, 700 p. : ▼b ill. ; ▼c 24 cm.
440 0 ▼a Springer finance
504 ▼a Includes bibliographical references (p. [669]-683) and indexes.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Risk ▼x Mathematical models.
700 1 ▼a Heath, David.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0151 P716b Accession No. 121182302 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Sejong Academic Information Center/Social Science/ Call Number 332.0151 P716b Accession No. 151233587 Availability Available Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0151 P716b Accession No. 121182302 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.0151 P716b Accession No. 151233587 Availability Available Due Date Make a Reservation Service

Contents information

Table of Contents

Preliminaries from Probability Theory.- Statistical Methods.- Modeling via Stochastic Processes.- Diffusion Processes.- Martingales and Stochastic Integrals.- The Ito Formula.- Stochastic Differential Equations.- to Option Pricing.- Various Approaches to Asset Pricing.- Continuous Financial Markets.- Portfolio Optimization.- Modeling Stochastic Volatility.- Minimal Market Model.- Markets with Event Risk.- Numerical Methods.- Solutions for Exercises.


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