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A Benchmark Approach to Quantitative Finance

Platen, Eckhard.

A Benchmark Approach to Quantitative Finance [electronic resource] / by Eckhard Platen, David Heath. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - xvi, 700 p. : ill., charts, digital ; 24 cm. - Springer Finance .

ISBN: 9783540478560 (electronic bk.)

Subjects--Topical Terms:
Finance--Mathematical models.
Risk--Mathematical models.

LC Class. No.: HG106 / .P53 2006

Dewey Class. No.: 332

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A Benchmark Approach to Quantitative Finance

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