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Type: BOOK - Published: 2006-10-28 - Publisher: Springer Science & Business Media

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A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfol
Implementing Models in Quantitative Finance: Methods and Cases
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This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical
Numerical Solution of Stochastic Differential Equations
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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Unified Financial Analysis
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Unified Financial Analysis arrives at the right time, in the midst of the current financial crisis where the call for better and more efficient financial contro
Functionals of Multidimensional Diffusions with Applications to Finance
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This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transfo