Derivatives and Internal Models: Modern Risk Management - Couverture rigide

Deutsch, Hans-Peter; Eller, Roland

 
9780333750698: Derivatives and Internal Models: Modern Risk Management
Couverture rigide
ISBN 10 : 0333750691 ISBN 13 : 9780333750698
Editeur : Palgrave Macmillan, 1998

Synopsis

This title offers an insight into common methods of market risk management, featuring coverage of variance covariance, historical simulation, Monte Carlo, "Greek" ratios, and statistical concepts, such as volatility and correlation. In addition, the important derivatives and their pricing methods, for example, present value, Black Scholes, binomial trees, and Monte Carolo, are presented, and guidelines are given as to which method can be used for which instruments.;The book contains many examples which are also provided on an accompanying diskette in a Microsoft Excel workbook environment - which can also serve as a fully functioning pricing and risk management software tool in its own right.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
1998
Langue
anglais
ISBN 10 
0333750691
ISBN 13 
9780333750698
Reliure
Relié
Nombre de pages
200
Coordonnées du fabricant
non disponible
Personne responsable
Koch-Chemie GmbH
https://www.koch-chemie.com

Einsteinstr. 42
Unna
59423
Allemagne

Autres éditions populaires du même titre

9781349307661: Derivatives and Internal Models

Edition présentée

ISBN 10 :  1349307661 ISBN 13 :  9781349307661
Editeur : Palgrave Macmillan, 2009
Couverture souple