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Derivatives and Internal Models

Name: Derivatives and Internal Models
Brand: Palgrave USA
SKU: 04775906
Price: 84758 HUF
Availability: InStock
Author: Hans-Peter Deutsch
ISBN: 9781403921505

Hans-Peter Deutsch

Roland Eller

Language

English

Book Hardback

Libristo code: 04775906

Publishers Palgrave USA, December 2003

The successful first edition provided an introduction to the valuation and risk management of modern... Full description

Libristo code: 04775906

563 b

84 758 Ft

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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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.