Derivatives and Internal Models, Third Edition (Paperback) (ISBN-13: 9781349515424)

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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.

Author: H. Deutsch
ISBN-10: 1349515426
ISBN-13: 9781349515424
Publisher: Palgrave MacMillan
Language: English
Published: 01/01/2004
Pages: 698
Format: Paperback
Weight: 2.69lbs
Size: 10.00h x 7.00w x 1.43d