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| 文件名: 量化数学.zip | |
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In recent years products based on financial derivatives have become an indis- pensable tool for risk managers and investors. Insurance products have become part of almost every personal and business portfolio. The management of mu- tual and pension funds has gained in importance for most individuals. Banks, insurance companies and other corporations are increasingly using financial and insurance instruments for the active management of risk. An increasing range of securities allows risks to be hedged in a way that can be closely tai- lored to the specific needs of particular investors and companies. The ability to handle efficiently and exploit successfully the opportunities arising from modern quantitative methods is now a key factor that differentiates market participants in both the finance and insurance fields. For these reasons it is important that financial institutions, insurance companies and corporations develop expertise in the area of quantitative finance , where many of the asso- ciated quantitative methods and technologies emerge. This book aims to provide anintroduction to quantitative finance . More precisely, it presents an introduction to the mathematical framework typically used in financial modeling, derivative pricing, portfolio selection and risk man- agement. It offers a unified approach to risk and performance management by using thebenchmark approach , which is different to the prevailing paradigm and will be described in a systematic and rigorous manner. This approach uses thegrowth optimal portfolio as numeraire and the real world probability measure as pricing measure. The existence of an equivalent risk neutral probability measure is not required, which is one of the aspects distinguishing the approach in this book from other more conventional texts in the area. It is our experience that many practitioners find the use of the real world probability measure attractive for pricingbecauseitisnaturaland pricing can still be carried out even under circumstances when a risk neutral probability measure cannot exist. [hide][/hide] |
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