Derivatives and Internal Models e-bog
2190,77 DKK
(inkl. moms 2738,46 DKK)
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 portf...
E-bog
2190,77 DKK
Forlag
Palgrave Macmillan
Udgivet
17 december 2003
Genrer
Accounting
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781403946089
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.