Derivatives and Internal Models PDF
by H. Deutsch
Part of the Finance and Capital Markets Series series
- Information
Description
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.
Information
-
Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:12/01/2016
- Category:
- ISBN:9780230502109
Other Formats
- PDF from £76.08
Information
-
Download Now
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:12/01/2016
- Category:
- ISBN:9780230502109
