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portada Derivatives and Internal Models
Type
Physical Book
Year
2002
Language
English
Pages
621
Format
Hardcover
ISBN13
9780333977064
Edition No.
2

Derivatives and Internal Models

H. Deutsch (Author) · Palgrave Macmillan · Hardcover

Derivatives and Internal Models - H. Deutsch

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Synopsis "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 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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