Derivatives and Internal Models
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Beschreibung
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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.
Autor*in
H. Deutsch
Themen in »Derivatives and Internal Models«
derivatives financial market forecasting hedging management optimization portfolio Portfolio Optimization Portfolio Theory risk management science and technology simulation simulations success time series
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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
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