| Derivatives and Internal Models, Third Edition 2004 Edition Contributor(s): Deutsch, H. (Author) |
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ISBN: 1349515426 ISBN-13: 9781349515424 Publisher: Palgrave MacMillan OUR PRICE: $208.99 Product Type: Paperback - Other Formats Published: January 2004 |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - Futures - Business & Economics | Accounting - Managerial - Business & Economics | Management - General |
| Dewey: 332.645 |
| Series: Finance and Capital Markets |
| Physical Information: 1.43" H x 7" W x 10" (2.69 lbs) 698 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |