A Benchmark Approach to Quantitative Finance

Eckhard Platen and David Heath

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Keywords: 90A12; 60G30; 62P20 (search for similar items in EconPapers)
JEL-codes: G10 G13 (search for similar items in EconPapers)
Date: 2006
ISBN: 978-3-540-47856-0
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Chapters in this book:

Ch 1 Preliminaries from Probability Theory

Eckhard Platen and David Heath

Ch 2 Statistical Methods

Eckhard Platen and David Heath

Ch 3 Modeling via Stochastic Processes

Eckhard Platen and David Heath

Ch 4 Diffusion Processes

Eckhard Platen and David Heath

Ch 5 Martingales and Stochastic Integrals

Eckhard Platen and David Heath

Ch 6 The Itô Formula

Eckhard Platen and David Heath

Ch 7 Stochastic Differential Equations

Eckhard Platen and David Heath

Ch 8 Introduction to Option Pricing

Eckhard Platen and David Heath

Ch 9 Various Approaches to Asset Pricing

Eckhard Platen and David Heath

Ch 10 Continuous Financial Markets

Eckhard Platen and David Heath

Ch 11 Portfolio Optimization

Eckhard Platen and David Heath

Ch 12 Modeling Stochastic Volatility

Eckhard Platen and David Heath

Ch 13 Minimal Market Model

Eckhard Platen and David Heath

Ch 14 Markets with Event Risk

Eckhard Platen and David Heath

Ch 15 Numerical Methods

Eckhard Platen and David Heath

Ch 16 Solutions for Exercises

Eckhard Platen and David Heath

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DOI: 10.1007/978-3-540-47856-0

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