Derivatives and Internal Models
ISBN:
978-0-333-97706-4
Auflage:
Second Edition 2002
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
03.12.2001
Reihe:
Finance and Capital Markets Series
Format:
Hardcover
Seitenanzahl:
621
Lieferung in 3-4 Werktagen
Versandkostenfrei ab 40 Euro in Österreich
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.
Biografische Anmerkung
HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.
20 Prüfungssimulationen und Kurzvorträge für das mündliche Steuerberaterexamen
Erscheinungsjahr:
2023
