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MACMILLAN Derivatives and Internal Models (Finance and Capital Markets Series)

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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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
03 December 2001
Listed Since
15 December 2006

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