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Derivatives and Internal Models
H. Deutsch
€ 237.76
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Description for Derivatives and Internal Models
Paperback. Series: Finance and Capital Markets Series. Num Pages: 714 pages, 8 black & white illustrations, biography. BIC Classification: KFF; KJM. Category: (G) General (US: Trade). Dimension: 254 x 178. .
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.
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.
Product Details
Format
Paperback
Publication date
2004
Publisher
Palgrave Macmillan United Kingdom
Number of pages
714
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
698
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349515424
SKU
V9781349515424
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About H. Deutsch
HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.
Reviews for Derivatives and Internal Models
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