Derivatives and Internal Models

By: H. Deutsch

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Hardcover | 3 December 2001 | Edition Number 2

At a Glance

Hardcover
640 Pages

Edition Type
Revised

Dimensions(cm)
24.41 x 16.99 x 3.51

New Edition

Published: 18th December 2003

Hardcover

$249.75

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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.

Industry Reviews

Review of previous edition:

'Whether you are looking for a standard reference or a stand-alone learning guide, Derivatives and Internal Models deserves a place on your bookshelf.' - Risk

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You Can Find This Book In

Non-Fiction Business & Management Management & Management Techniques Management Decision Making Accounting & Finance Finance Investment & Securities Accounting Management Accounting & Bookkeeping

Other Editions and Formats

Paperback

Published: 1st January 2002

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Introduction
Legal Background
The Basic Risks of the Market
Financial Instruments: A Classification of Derivatives and Underlyings
Valuation Methods for Financial Instruments
Hedging
Pricing and Hedging the Most Important Instruments
Risk Management
The Determination of Market Parameters
Probability Theory and Statistics
Table of Contents provided by Publisher. All Rights Reserved.

Derivatives and Internal Models

At a Glance

New Edition

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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