This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples.
H. Deutsch
Options Portfolio benchmarking cash flow derivatives financial instruments financial market hedging management portfolio management pricing risk management statistics volatility
Praise for 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