Derivatives and Internal Models / by Hans-Peter Deutsch

By:

Deutsch, Hans-Peter [VerfasserIn]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Springer eBook Collection | Finance and Capital Markets Series | SpringerLink Bücher | Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013Publisher: Houndmills, Basingstoke, Hampshire ; New York : Palgrave, 2002Edition: Second EditionDescription: 1 Online-Ressource (XV, 621 p, online resource)ISBN:

9780230502109

Subject(s):

Additional physical formats: 9781349429998 | Erscheint auch als: 978-1-349-42999-8 Druck-AusgabeLOC classification:

HD28-HD70

DOI: DOI: 10.1057/9780230502109Online resources:

Summary: 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

Holdings ( 0 )
Title notes ( 1 )

No physical items for this record

Springer eBook Collection. Palgrave Economics & Finance Collection