ENGLISH

Derivatives and Internal Models

By Hans-Peter Deutsch

Book information

Publisher
Palgrave Macmillan
Year
2004
ISBN
1403921504, 9781403921505, 9781403946089
Language
english
Format
CHM
Filesize
5 MB (5685268 bytes)
Series
Finance and Capital Markets
Edition
3rd
Pages
0\0
Topic
Economy
Library
Kolxo3
Time added
2010-07-29 05:14:56

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 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 of Excel workbooks giving detailed models of the concepts discussed in the book.

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