Overview
- first and only book presenting the so-called benchmark approach to quantitative finance -provides information and methods for a wide range of professionals, researchers and graduate students -method embedded into a self-contained textbook -modular structure with cross references, so it can also be used as a handbook -self-contained introduction that could be part of a coursework masters or Ph. D program in quantitative finance or
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Finance (FINANCE)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (16 chapters)
-
Front Matter
-
Back Matter
Keywords
About this book
About the authors
Professor Eckhard Platen is a joint appointment between the School of Finance and Economics and the Department of Mathematical Sciences to the 1997 created Chair in Quantitative Finance at the University of Technology Sydney. Prior to this appointment he was Founding Head of the Centre for Financial Mathematics at the Institute of Advanced Studies at the Australian National University in Canberra. He completed a PhD in Mathematics at the Technical University in Dresden in 1975 and obtained in 1985 his Dr. sc. from the Academy of Sciences in Berlin, where he headed at the Weierstrass Institute the Sector of Stochastics.
He is co-author of two successful books on Numerical Methods for Stochastic Differential Equations, published by Springer Verlag, and has authored more than 100 research papers in quantitative finance and mathematics.
Dr David Heath works as a Senior Research Fellow in Quantitative Finance at the University of Technology, Sydney. During the early 1990s he became interested in various aspects of quantitative finance. He completed his PhD in financial mathematics at the Australian National University at the Centre for Financial Mathematics in 1995. Since this time his main research interests have focussed on the application of advanced numerical methods for the pricing and hedging of index, equity, FX and interest rate derivatives. These numerical methods include PDE, Monte Carlo and Markov chain methods. He has developed a range of new quantitative methods that are specifically designed for the benchmark approach. Dr Heath has authored more than thirteen publications in financial mathematics.Â
Bibliographic Information
Book Title: A Benchmark Approach to Quantitative Finance
Authors: Eckhard Platen, David Heath
Series Title: Springer Finance
DOI: https://doi.org/10.1007/978-3-540-47856-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2006
Hardcover ISBN: 978-3-540-26212-1Published: 26 September 2006
Softcover ISBN: 978-3-642-06565-1Published: 12 February 2010
eBook ISBN: 978-3-540-47856-0Published: 28 October 2006
Series ISSN: 1616-0533
Series E-ISSN: 2195-0687
Edition Number: 1
Number of Pages: XVI, 700
Number of Illustrations: 199 b/w illustrations
Topics: Public Economics, Quantitative Finance, Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance