Derivatives and Internal Models

Name: Derivatives and Internal Models
Brand: Springer Nature
SKU: 9780333977064
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Product Details

Brand

Springer Nature

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Part Number

GTIN

9780333977064

Condition

New

Product Description

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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