Derivatives and Internal Models (Innbundet)

Serie: Finance and Capital Markets Series 



Legg i ønskeliste

Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 2001
Antall sider: 670
Forlag: Palgrave Macmillan
Språk: Engelsk
Serie: Finance and Capital Markets Series
ISBN/EAN: 9780333977064
Omtale Derivatives and Internal Models
The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this new edition, Deutsch continues with this philosophy, covering new and more advanced topics including terms structure models, second-order value at risk, time series analysis, GARCH models, differential equations, finite difference schemes, Martingales and Numeraires. Hundreds of example calculations can be found on the accompanying CD-ROM in form of Microsoft Excel workbooks presenting concrete and detailed realizsations of the concepts discussed in the book.

Til toppen

Flere bøker av Hans-Peter Deutsch og Roland Eller:

Bøker i serien