Derivatives and Internal Models by H Deutsch
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.Review of previous edition:
'Whether you are looking for a standard reference or a stand-alone learning guide, Derivatives and Internal Models deserves a place on your bookshelf' - Risk
HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.
| SKU | Unavailable |
| ISBN 13 | 9781349515424 |
| ISBN 10 | 1349515426 |
| Title | Derivatives and Internal Models |
| Author | H Deutsch |
| Series | Finance And Capital Markets Series |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Palgrave Macmillan |
| Year published | 2004-01-01 |
| Number of pages | 698 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |