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...

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Detalles Bibliográficos
Autor principal: Deutsch, Hans-Peter (-)
Autor Corporativo: SpringerLink (-)
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
Descripción
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