Product Information
The previous 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 second 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.Product Identifiers
PublisherPalgrave Macmillan
ISBN-139780333977064
eBay Product ID (ePID)90900746
Product Key Features
Number of Pages621 Pages
Publication NameDerivatives and Internal Models
LanguageEnglish
SubjectAccounting, Finance, Management
Publication Year2001
TypeTextbook
AuthorH. Deutsch
SeriesFinance and Capital Markets Series
Dimensions
Item Height244 mm
Item Weight1235 g
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorH. Deutsch