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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Etat : New. This second edition provides an introduction to the valuation and risk management of modern financial instruments, comprehensively covering new and more advanced topics including terms structure models, second order value at risk, time series analysis, GARCH models, and differential equations. Series: Finance and Capital Markets Series. Num Pages: 670 pages, 50 b/w illus. BIC Classification: KFCM; KFFM; KJMD. Category: (P) Professional & Vocational; (UA) A / AS level; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 162 x 37. Weight in Grams: 1105. . 2001. 2nd ed. 2002. hardcover. . . . . N° de réf. du vendeur V9780333977064
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Gebunden. Etat : New. HANS-PETER DEUTSCH is a partner in Andersen Germany and Head of Financial and Commodity Risk Consulting.The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise m. N° de réf. du vendeur 458427260
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Etat : New. This second edition provides an introduction to the valuation and risk management of modern financial instruments, comprehensively covering new and more advanced topics including terms structure models, second order value at risk, time series analysis, GARCH models, and differential equations. Series: Finance and Capital Markets Series. Num Pages: 670 pages, 50 b/w illus. BIC Classification: KFCM; KFFM; KJMD. Category: (P) Professional & Vocational; (UA) A / AS level; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 242 x 162 x 37. Weight in Grams: 1105. . 2001. 2nd ed. 2002. hardcover. . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9780333977064
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