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Derivatives and Internal Models (Finance and Capital Markets Series) - Hardcover

Deutsch, H.

 
9780333977064: Derivatives and Internal Models (Finance and Capital Markets Series)

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.

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