by David Heath (Author), EckhardPlaten (Author)
A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory.
Format: Hardcover
Pages: 716
Edition: 1st ed. 2006. Corr. 2nd printing 2010
Publisher: Springer
Published: 26 Sep 2006
ISBN 10: 3540262121
ISBN 13: 9783540262121