Derivatives and Internal Models

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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.

About the author

HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.

Summary

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.

Additional text

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

Report

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

Product details

• Authors: H Deutsch, H. Deutsch
• Publisher: Palgrave UK
• Content: Book
• Product form: Paperback / Softback
• Publication date: 01.01.2004
• Subject: Social sciences, law, business > Business > Business administration
• EAN: 9781349515424
• ISBN: 978-1-349-51542-4
• Pages: 714
• Series: Finance and Capital Markets; Finance and Capital Markets Series; Finance and Capital Markets; Finance and Capital Markets Series
• Subjects: Management, B, Management und Managementtechniken, Success, Accounting, Finance, Finance, general, Accounting/Auditing, Management & management techniques, Financial Economics, Simulations, Management science, Management accounting & bookkeeping, bookkeeping, Palgrave Economics & Finance Collection, Time Series, Finanzenwesen und Finanzindustrie