Derivatives and Internal Models: Modern Risk Management - Couverture rigide

Deutsch, Hans-Peter; Eller, Roland

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.

Détails de l'édition

• 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