Derivatives and Internal Models
This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying...
Autor principal: | |
---|---|
Autor Corporativo: | |
Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan
2009.
|
Edición: | 4th ed |
Colección: | Finance and Capital Markets Series.
Springer eBooks. |
Acceso en línea: | Conectar con la versión electrónica |
Ver en Universidad de Navarra: | https://innopac.unav.es/record=b36139877*spi |
Sumario: | This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples. |
---|---|
Descripción Física: | XVIII, 755 p. 762 illus |
Formato: | Forma de acceso: World Wide Web. |
ISBN: | 9780230234758 |