A Benchmark Approach to Quantitative Finance

by David Heath and Eckhard Platen

Book Overview

Preliminaries from Probability Theory.- Statistical Methods.- Modeling via Stochastic Processes.- Diffusion Processes.- Martingales and Stochastic Integrals.- The It 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...

• Format: Paperback
• Language: English
• ISBN: 3642065651
• ISBN13: 9783642065651
• Release Date: February 2010
• Publisher: Springer
• Length: 700 Pages
• Weight: 2.18 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"