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Derivatives and Internal Models

Name: Derivatives and Internal Models
Price: 2189 SEK
Availability: InStock
Author: H Deutsch
ISBN: 9781349429998

H Deutsch

Pocket

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Andra format:

621 sidor
2002

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: Pocket/Paperback
ISBN: 9781349429998
Språk: Engelska
Antal sidor: 621
Utgivningsdatum: 2002-01-01
Förlag: Palgrave Macmillan