Derivatives and Internal Models, Third Edition (Finance and Capital Markets)
Hans-Peter Deutsch
€ 254.47
FREE Delivery in Ireland
Description for Derivatives and Internal Models, Third Edition (Finance and Capital Markets)
Hardcover. Series: Finance and Capital Markets Series. Num Pages: 714 pages, 8 black & white illustrations, biography. BIC Classification: KFFM; KJMD. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 41. Weight in Grams: 1232.
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
Hardback
Publication date
2004
Publisher
Palgrave Macmillan
Number of pages
600
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
698
Place of Publication
Gordonsville, United States
ISBN
9781403921505
SKU
V9781403921505
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Hans-Peter Deutsch
HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.
Reviews for Derivatives and Internal Models, Third Edition (Finance and Capital Markets)
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