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Derivatives and Internal Models

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Derivatives and Internal Models Synopsis

This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples.

About This Edition

ISBN: 9780230222151
Publication date: 25th June 2009
Author: HansPeter Deutsch
Publisher: Palgrave Macmillan an imprint of Palgrave Macmillan UK
Format: Hardback
Pagination: 755 pages
Series: Finance and Capital Markets
Genres: Finance and the finance industry
Corporate finance
Investment and securities
Management accounting, bookkeeping and auditing
Management and management techniques
Economics
Finance and accounting