Derivatives and Internal Models

This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying...

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Bibliographic Details
Main Author: Deutsch, Hans-Peter
Format: eBook
Language:English
Published: London Palgrave Macmillan UK 2009, 2009
Edition:4th Edition
Series:Finance and Capital Markets Series
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary:This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples
Physical Description:XVIII, 755 p online resource
ISBN:9780230234758