Platen Eckhard

A benchmark approach to quantitative finance / Eckhard Platen, David Heath. - Berlin : Springer-Verlag, 2006. - xvi, 700 p. : ill., charts ; 24 cm. - Springer finance. .

Includes bibliographical references (p. [669]-683) and index.

9783540262121 3540262121


Finance--Mathematical models
Risk--Mathematical models

HG173