Kniha Derivatives and Internal Models H. Deutsch

Derivatives and Internal Models

Autor: H. Deutsch
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Palgrave Macmillan
Dostupnosť: Skladom u dodávateľa v malom množstve
Odosielame za 13-18 dní
162.61
The successful first edition provided an introduction to the valuation and risk management of modern...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2002
Stránok
621
EAN
9781349429998
Enbook ID
12043589
Vydavateľ
Hmotnosť
1089
Rozmery
170 x 244 x 33

Kompletný popis

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.

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