Derivatives and Internal Models 1
bokomslag Derivatives and Internal Models
Samhälle & debatt

Derivatives and Internal Models

H Deutsch

Inbunden

2239:-

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Andra format:

  • 621 sidor
  • 2001
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.
  • Författare: H Deutsch
  • Illustratör: black and white XV 5 Illustrations 621P5 illus
  • Format: Inbunden
  • ISBN: 9780333977064
  • Språk: Engelska
  • Antal sidor: 621
  • Utgivningsdatum: 2001-12-01
  • Förlag: Palgrave Macmillan

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