Browsing Books by Author "Heath, David"

UTSePress Research/Manakin Repository

Search UTSePress Research

Advanced Search


My Account

Browsing Books by Author "Heath, David"

Sort by: Order: Results:

  • Platen, Eckhard; Heath, David (Springer, 2006)
    The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimisation, derivative pricing, ...