£124.08

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

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Last 49 days • 49 data points (No recent data available)

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£124.33 £105.01 £109.23 £113.44 £117.66 £121.87 £126.09 13 March 2026 25 March 2026 06 April 2026 18 April 2026 30 April 2026

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10 days 39 days · current 0 10 20 29 39 £107 £124 Days at Price

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Most common price: £124 (39 days, 79.6%)

Price range: £107 - £124

Price levels: 2 different prices over 49 days

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

Format
paperback
Domain
Amazon UK
Release Date
01 January 2002
Listed Since
27 May 2016

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