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Derivatives and Internal Models
Hans-Peter Deutsch
€ 199.21
FREE Delivery in Ireland
Description for Derivatives and Internal Models
Hardcover. This second edition provides an introduction to the valuation and risk management of modern financial instruments, comprehensively covering new and more advanced topics including terms structure models, second order value at risk, time series analysis, GARCH models, and differential equations. Series: Finance and Capital Markets Series. Num Pages: 670 pages, 50 b/w illus. BIC Classification: KFCM; KFFM; KJMD. Category: (P) Professional & Vocational; (UA) A / AS level; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 162 x 37. Weight in Grams: 1105.
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.
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.
Product Details
Format
Hardback
Publication date
2002
Publisher
Palgrave Macmillan
Number of pages
640
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
621
Place of Publication
Basingstoke, United Kingdom
ISBN
9780333977064
SKU
V9780333977064
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Hans-Peter Deutsch
HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.
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