Derivatives and internal models: Ebook. - Originally published in: 2001
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke
Palgrave Macmillan
2001
|
| Ausgabe: | 2nd rev. ed., 2nd ed |
| Schlagworte: | |
| Online-Zugang: | UBR01 Volltext |
| Beschreibung: | Adobe Ebook Reader PART I: FUNDAMENTALS Introduction Legal Framework Fundamental Risk Factors of Financial Markets Financial Instruments - A System of Derivatives and Underlyings PART II: METHODS Overview of the Assumptions for Different Valuation Methods Present Value Methods, Yields and Traditional Risk Measures Arbitrage The Black-Scholes Differential Equation Integral Forms and Analytic Solutions in the Black-Scholes World Numerical Solutions of Differential Equations using Finite Differences Binomial and Trinomial Trees Monte-Carlo Simulations Hedging Martingale and Numeraire Interest Rates and Term Structure Models PART III: INSTRUMENTS Spot Transactions on Interest Instruments Forward Transactions on Interest Rates Plain Vanilla Options Exotic Options Structured Products and Stripping PART IV: RISK Fundamentals The Variance-Covariance Method Simulation Methods Interest Rate Risk and Cash Flows Example VaR-Computation Backtesting: Checking the Applied Methods Risk Adjusted Return and Portfolio Theory PART V: MARKET DATA Interest Rate Term Structures Volatility Market Parameter from Historical Time Series Time Series Modelling Forecasting with Time Series Models Principle Component Analysis Pre-Treatment of Time Series and Assesment of Models Probabiltiy and Statistics 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 |
| Beschreibung: | 1 Online-Ressource (640 p S.) |
| Format: | Document |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV037279124 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 110315s2001 sz |||| o||u| ||||||eng d | ||
| 020 | |z 9780230502109 |9 9780230502109 | ||
| 020 | |z 0230502105 |9 0230502105 | ||
| 035 | |a (OCoLC)873768644 | ||
| 035 | |a (DE-599)BVBBV037279124 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a sz |c XA-CH | ||
| 049 | |a DE-355 | ||
| 100 | 1 | |a Deutsch, Hans-Peter |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Derivatives and internal models |b Ebook. - Originally published in: 2001 |c Hans-Peter Deutsch |
| 250 | |a 2nd rev. ed., 2nd ed | ||
| 264 | 1 | |a Basingstoke |b Palgrave Macmillan |c 2001 | |
| 300 | |a 1 Online-Ressource (640 p S.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Adobe Ebook Reader | ||
| 500 | |a PART I: FUNDAMENTALS Introduction Legal Framework Fundamental Risk Factors of Financial Markets Financial Instruments - A System of Derivatives and Underlyings PART II: METHODS Overview of the Assumptions for Different Valuation Methods Present Value Methods, Yields and Traditional Risk Measures Arbitrage The Black-Scholes Differential Equation Integral Forms and Analytic Solutions in the Black-Scholes World Numerical Solutions of Differential Equations using Finite Differences Binomial and Trinomial Trees Monte-Carlo Simulations Hedging Martingale and Numeraire Interest Rates and Term Structure Models PART III: INSTRUMENTS Spot Transactions on Interest Instruments Forward Transactions on Interest Rates Plain Vanilla Options Exotic Options Structured Products and Stripping PART IV: RISK Fundamentals The Variance-Covariance Method Simulation Methods Interest Rate Risk and Cash Flows Example VaR-Computation Backtesting: Checking the Applied Methods Risk Adjusted Return and Portfolio Theory PART V: MARKET DATA Interest Rate Term Structures Volatility Market Parameter from Historical Time Series Time Series Modelling Forecasting with Time Series Models Principle Component Analysis Pre-Treatment of Time Series and Assesment of Models Probabiltiy and Statistics | ||
| 500 | |a 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 | ||
| 538 | |a Document | ||
| 650 | 7 | |a Management & management techniques |2 bicssc | |
| 650 | 7 | |a Business and Management |2 eflch | |
| 650 | 4 | |a Management & management techniques / bicssc | |
| 650 | 4 | |a Business and Management / eflch | |
| 856 | 4 | 0 | |u http://www.palgraveconnect.com/doifinder/10.1057/9780230502109 |x Verlag |3 Volltext |
| 912 | |a ZDB-40-PEF | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021191944 | ||
| 966 | e | |u http://www.palgraveconnect.com/doifinder/10.1057/9780230502109 |l UBR01 |p ZDB-40-PEF |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804143907351560192 |
|---|---|
| any_adam_object | |
| author | Deutsch, Hans-Peter |
| author_facet | Deutsch, Hans-Peter |
| author_role | aut |
| author_sort | Deutsch, Hans-Peter |
| author_variant | h p d hpd |
| building | Verbundindex |
| bvnumber | BV037279124 |
| collection | ZDB-40-PEF |
| ctrlnum | (OCoLC)873768644 (DE-599)BVBBV037279124 |
| edition | 2nd rev. ed., 2nd ed |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02887nmm a2200421zc 4500</leader><controlfield tag="001">BV037279124</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">110315s2001 sz |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9780230502109</subfield><subfield code="9">9780230502109</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">0230502105</subfield><subfield code="9">0230502105</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)873768644</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV037279124</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">sz</subfield><subfield code="c">XA-CH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Deutsch, Hans-Peter</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Derivatives and internal models</subfield><subfield code="b">Ebook. - Originally published in: 2001</subfield><subfield code="c">Hans-Peter Deutsch</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd rev. ed., 2nd ed</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basingstoke</subfield><subfield code="b">Palgrave Macmillan</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (640 p S.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Adobe Ebook Reader</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">PART I: FUNDAMENTALS Introduction Legal Framework Fundamental Risk Factors of Financial Markets Financial Instruments - A System of Derivatives and Underlyings PART II: METHODS Overview of the Assumptions for Different Valuation Methods Present Value Methods, Yields and Traditional Risk Measures Arbitrage The Black-Scholes Differential Equation Integral Forms and Analytic Solutions in the Black-Scholes World Numerical Solutions of Differential Equations using Finite Differences Binomial and Trinomial Trees Monte-Carlo Simulations Hedging Martingale and Numeraire Interest Rates and Term Structure Models PART III: INSTRUMENTS Spot Transactions on Interest Instruments Forward Transactions on Interest Rates Plain Vanilla Options Exotic Options Structured Products and Stripping PART IV: RISK Fundamentals The Variance-Covariance Method Simulation Methods Interest Rate Risk and Cash Flows Example VaR-Computation Backtesting: Checking the Applied Methods Risk Adjusted Return and Portfolio Theory PART V: MARKET DATA Interest Rate Term Structures Volatility Market Parameter from Historical Time Series Time Series Modelling Forecasting with Time Series Models Principle Component Analysis Pre-Treatment of Time Series and Assesment of Models Probabiltiy and Statistics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="538" ind1=" " ind2=" "><subfield code="a">Document</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Management & management techniques</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Business and Management</subfield><subfield code="2">eflch</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Management & management techniques / bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business and Management / eflch</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.palgraveconnect.com/doifinder/10.1057/9780230502109</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-40-PEF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021191944</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.palgraveconnect.com/doifinder/10.1057/9780230502109</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-40-PEF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV037279124 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:55:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021191944 |
| oclc_num | 873768644 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (640 p S.) |
| psigel | ZDB-40-PEF |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| spelling | Deutsch, Hans-Peter Verfasser aut Derivatives and internal models Ebook. - Originally published in: 2001 Hans-Peter Deutsch 2nd rev. ed., 2nd ed Basingstoke Palgrave Macmillan 2001 1 Online-Ressource (640 p S.) txt rdacontent c rdamedia cr rdacarrier Adobe Ebook Reader PART I: FUNDAMENTALS Introduction Legal Framework Fundamental Risk Factors of Financial Markets Financial Instruments - A System of Derivatives and Underlyings PART II: METHODS Overview of the Assumptions for Different Valuation Methods Present Value Methods, Yields and Traditional Risk Measures Arbitrage The Black-Scholes Differential Equation Integral Forms and Analytic Solutions in the Black-Scholes World Numerical Solutions of Differential Equations using Finite Differences Binomial and Trinomial Trees Monte-Carlo Simulations Hedging Martingale and Numeraire Interest Rates and Term Structure Models PART III: INSTRUMENTS Spot Transactions on Interest Instruments Forward Transactions on Interest Rates Plain Vanilla Options Exotic Options Structured Products and Stripping PART IV: RISK Fundamentals The Variance-Covariance Method Simulation Methods Interest Rate Risk and Cash Flows Example VaR-Computation Backtesting: Checking the Applied Methods Risk Adjusted Return and Portfolio Theory PART V: MARKET DATA Interest Rate Term Structures Volatility Market Parameter from Historical Time Series Time Series Modelling Forecasting with Time Series Models Principle Component Analysis Pre-Treatment of Time Series and Assesment of Models Probabiltiy and Statistics 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 Document Management & management techniques bicssc Business and Management eflch Management & management techniques / bicssc Business and Management / eflch http://www.palgraveconnect.com/doifinder/10.1057/9780230502109 Verlag Volltext |
| spellingShingle | Deutsch, Hans-Peter Derivatives and internal models Ebook. - Originally published in: 2001 Management & management techniques bicssc Business and Management eflch Management & management techniques / bicssc Business and Management / eflch |
| title | Derivatives and internal models Ebook. - Originally published in: 2001 |
| title_auth | Derivatives and internal models Ebook. - Originally published in: 2001 |
| title_exact_search | Derivatives and internal models Ebook. - Originally published in: 2001 |
| title_full | Derivatives and internal models Ebook. - Originally published in: 2001 Hans-Peter Deutsch |
| title_fullStr | Derivatives and internal models Ebook. - Originally published in: 2001 Hans-Peter Deutsch |
| title_full_unstemmed | Derivatives and internal models Ebook. - Originally published in: 2001 Hans-Peter Deutsch |
| title_short | Derivatives and internal models |
| title_sort | derivatives and internal models ebook originally published in 2001 |
| title_sub | Ebook. - Originally published in: 2001 |
| topic | Management & management techniques bicssc Business and Management eflch Management & management techniques / bicssc Business and Management / eflch |
| topic_facet | Management & management techniques Business and Management Management & management techniques / bicssc Business and Management / eflch |
| url | http://www.palgraveconnect.com/doifinder/10.1057/9780230502109 |
| work_keys_str_mv | AT deutschhanspeter derivativesandinternalmodelsebookoriginallypublishedin2001 |