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 wit...
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| Format: | eBook |
| Language: | English |
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London
Palgrave Macmillan UK
2002, 2002
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| Edition: | Second Edition |
| Series: | Finance and Capital Markets Series
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XV, 621 p online resource |
| ISBN: | 9780230502109 |