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Derivatives and Internal Models, Third Edition

Derivatives and Internal Models, Third Edition

Paperback

Series: Finance and Capital Markets

AccountingInvesting & FinanceManagement

ISBN10: 1349515426
ISBN13: 9781349515424
Publisher: Palgrave
Published: Jan 1 2004
Pages: 698
Weight: 2.69
Height: 1.43 Width: 7.00 Depth: 10.00
Language: English
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.

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