Derivatives and Internal Models
ISBN:
9781403921505
Auflage:
3rd ed. 2004
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
18.12.2003
Reihe:
Finance and Capital Markets Series
Format:
Hardcover
Seitenanzahl:
698
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 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.
Schlagwörter
Biografische Anmerkung
HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.
