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Derivatives and Internal Models

Language EnglishEnglish
Book Hardback
Book Derivatives and Internal Models Roland Eller
Libristo code: 06545529
Publishers PALGRAVE MACMILLAN, December 2001
This second edition provides an introduction to the valuation and risk management of modern financia... Full description
? points 444 b
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This second edition provides an introduction to the valuation and risk management of modern financial instruments, comprehensively covering new and more advanced topics including terms structure models, second order value at risk, time series analysis, GARCH models, and differential equations.

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About the book

Full name Derivatives and Internal Models
Author Roland Eller
Language English
Binding Book - Hardback
Date of issue 2001
Number of pages 621
EAN 9780333977064
ISBN 9780333977064
Libristo code 06545529
Publishers PALGRAVE MACMILLAN
Weight 1235
Dimensions 170 x 244 x 37

Categories

Economics, Finance, Business & Management > Finance & accounting > Accounting > Management accounting & bookkeeping
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
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