Derivatives and Internal Models
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  • Anglický jazyk

Derivatives and Internal Models

Autor: H. Deutsch

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.... Viac o knihe

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O knihe

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.

  • Vydavateľstvo: Palgrave MacMillan UK
  • Rok vydania: 2001
  • Formát: Hardback
  • Rozmer: 240 x 162 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9780333977064

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