Research Catalog

A benchmark approach to quantitative finance

Title
A benchmark approach to quantitative finance / Eckhard Platen, David Heath.
Author
Platen, Eckhard.
Publication
Berlin ; New York : Springer, 2006.

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Details

Additional Authors
Heath, David.
Description
xvi, 700 pages : illustrations; 24 cm.
Series Statement
Springer finance
Uniform Title
Springer finance.
Subject
  • Finance > Mathematical models
  • Risk > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. [669]-683) and indexes.
ISBN
  • 9783540262121 (hbk.)
  • 3540262121 (hbk.)
OCLC
  • ocm80113516
  • 80113516
  • SCSB-8989951
Owning Institutions
Columbia University Libraries