Derivatives and Internal Models (Finance and Capital Markets Series) - Image 1

£124.33

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

Name: Derivatives and Internal Models (Finance and Capital Markets Series)
Brand: MACMILLAN
Price: 106.77 GBP
Availability: InStock

Management Accounting

Price History & Forecast

Last 60 days • 60 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 60 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £107 (57 days, 95.0%)

Price range: £107 - £124

Price levels: 2 different prices over 60 days

Description

Product 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. Review 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 About the Author HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.

Product Specifications

Brand: MACMILLAN
Format: paperback
ASIN: 1349429996
Category: Books > Subjects > Business, Finance & Law > Accounting > Management Accounting
Domain: Amazon UK
Release Date: 01 January 2002
Listed Since: 27 May 2016

Barcode

No barcode data available

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

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Derivatives and Internal Models (Finance and Capital Markets Series)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

Financial Mathematics, Derivatives and Structured Products

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Financial Derivatives in Theory and Practice, Revised Edition

Derivatives: Models on Models (The Wiley Finance Series)

The Credit Risk of Complex Derivatives (Finance and Capital Markets Series)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Model Risk In Financial Markets: From Financial Engineering To Risk Management

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Derivatives Markets

Financial Calculus: An Introduction to Derivative Pricing

Financial Risk Management and Derivative Instruments (Routledge Advanced Texts in Economics and Finance)

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Mathematical Models of Financial Derivatives (Springer Finance)

Financial Derivatvies in Theory and Practice, Revised Edition

Deterministic And Stochastic Topics In Computational Finance

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

Derivative Securities and Difference Methods (Springer Finance)

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)