Details

Autor(en) / Beteiligte

• Deutsch, Hans-Peter

Titel

Derivatives and Internal Models

Ist Teil von

• Finance and Capital Markets Series

Auflage

Third Edition

Ort / Verlag

London : Palgrave Macmillan UK

Erscheinungsjahr

2004

Link zum Volltext

• Palgrave Economics and Finance Collection 2000 – 2013 (ZDB-1-PEO)

Beschreibungen/Notizen

• 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