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 new edition, Deutsch continues wit...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Palgrave Macmillan UK
2002
|
| Ausgabe: | Second Edition |
| Schlagworte: | |
| Online-Zugang: | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-1049 DE-523 DE-Re13 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 Volltext |
| Zusammenfassung: | 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 new edition, Deutsch continues with this philosophy covering new and more advanced topics including terms structure models, second-order value at risk, time series analysis, GARCH models, differential equations, finite difference schemes, Martingales and Numeraires |
| Beschreibung: | 1 Online-Ressource (XV, 621 Seiten) |
| ISBN: | 9780230502109 |
| DOI: | 10.1057/9780230502109 |
Internformat
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Datensatz im Suchindex
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| author | Deutsch, Hans-Peter |
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1057/9780230502109 |
| edition | Second Edition |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:35:39Z |
| indexdate | 2024-08-01T00:36:25Z |
| institution | BVB |
| isbn | 9780230502109 |
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| spelling | Deutsch, Hans-Peter aut Derivatives and Internal Models by Hans-Peter Deutsch Second Edition London Palgrave Macmillan UK 2002 1 Online-Ressource (XV, 621 Seiten) txt rdacontent c rdamedia cr rdacarrier 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 new edition, Deutsch continues with this philosophy covering new and more advanced topics including terms structure models, second-order value at risk, time series analysis, GARCH models, differential equations, finite difference schemes, Martingales and Numeraires Business Accounting Bookkeeping Management Finance Erscheint auch als Druck-Ausgabe 9781349429998 https://doi.org/10.1057/9780230502109 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Deutsch, Hans-Peter Derivatives and Internal Models Business Accounting Bookkeeping Management Finance |
| title | Derivatives and Internal Models |
| title_auth | Derivatives and Internal Models |
| title_exact_search | Derivatives and Internal Models |
| title_exact_search_txtP | Derivatives and Internal Models |
| title_full | Derivatives and Internal Models by Hans-Peter Deutsch |
| title_fullStr | Derivatives and Internal Models by Hans-Peter Deutsch |
| title_full_unstemmed | Derivatives and Internal Models by Hans-Peter Deutsch |
| title_short | Derivatives and Internal Models |
| title_sort | derivatives and internal models |
| topic | Business Accounting Bookkeeping Management Finance |
| topic_facet | Business Accounting Bookkeeping Management Finance |
| url | https://doi.org/10.1057/9780230502109 |
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