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Derivatives and Internal Models
Language
English
English
Book
Paperback
The successful first edition provided an introduction to the valuation and risk management of modern...
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Libristo code: 12043589
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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.
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About the book
Full name
Derivatives and Internal Models
Author
H. Deutsch
Language
English
English
Binding
Book - Paperback
Date of issue
2002
Number of pages
621
EAN
9781349429998
Libristo code
12043589
Publishers
Palgrave Macmillan
Weight
1089
Dimensions
170 x 244 x 33
Categories
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