Derivatives and Internal Models / by Hans-Peter Deutsch

Von:

Deutsch, Hans-Peter [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: Springer eBook Collection | Finance and Capital Markets Series | SpringerLink Bücher | Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013Verlag: Houndmills, Basingstoke, Hampshire ; New York : Palgrave, 2002Auflage: Second EditionBeschreibung: 1 Online-Ressource (XV, 621 p, online resource)ISBN:

9780230502109

Schlagwörter:

Andere physische Formen: 9781349429998 | Erscheint auch als: 978-1-349-42999-8 Druck-AusgabeLOC-Klassifikation:

HD28-HD70

DOI: DOI: 10.1057/9780230502109Online-Ressourcen:

Zusammenfassung: 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 NumerairesPPN: PPN: 87993915XPackage identifier: Produktsigel: ZDB-1-PEO | ZDB-2-PEF | ZDB-2-SEB | ZDB-2-SXEF | ZDB-2-SEB

Exemplare ( 0 )
Titelinformationen ( 1 )

Dieser Titel hat keine Exemplare

Springer eBook Collection. Palgrave Economics & Finance Collection