A Benchmark Approach to Quantitative Finance
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Published By Springer Berlin Heidelberg

9783540262121, 9783540478560

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Solutions for Exercises

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_16 ◽

2006 ◽

pp. 615-665

Author(s):

Eckhard Platen ◽

David Heath

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Markets with Event Risk

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_14 ◽

2006 ◽

pp. 513-549

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Event Risk

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Modeling Stochastic Volatility

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_12 ◽

2006 ◽

pp. 439-481

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Stochastic Volatility

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Portfolio Optimization

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_11 ◽

2006 ◽

pp. 403-437

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Portfolio Optimization

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Stochastic Differential Equations

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_7 ◽

2006 ◽

pp. 237-275

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Numerical Methods

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_15 ◽

2006 ◽

pp. 551-613

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Numerical Methods

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Preliminaries from Probability Theory

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_1 ◽

2006 ◽

pp. 1-53

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Probability Theory

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Martingales and Stochastic Integrals

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_5 ◽

2006 ◽

pp. 163-203

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Stochastic Integrals

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Modeling via Stochastic Processes

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_3 ◽

2006 ◽

pp. 99-132

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Stochastic Processes

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Minimal Market Model

A Benchmark Approach to Quantitative Finance ◽

10.1007/978-3-540-47856-0_13 ◽

2006 ◽

pp. 483-511

Author(s):

Eckhard Platen ◽

David Heath

Keyword(s):

Market Model ◽

Minimal Market Model

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