Derivatives and Internal Models, Third Edition

H. Deutsch

• 18 december 2003
• 9781403921505

Samenvatting:

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.



The first edition of this text 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 risk adjusted performance and portfolio optimization.