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Derivatives and Internal Models


Mega Sale! Save 29% on the Derivatives and Internal Models by Hans Peter Deutsch at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of


Product Description

This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of variance, co-variance, historical simulation, Monte Carlo, 'Greek' ratios, and statistical concepts such as volatility and correlation. In addition, all the important modern derivatives and their pricing methods (i.e. present value, Black Scholes, binomial trees, Monte Carlo) are presented and guidelines are given as to exactly which method can be used for which instruments.

Additional Information

Manufacturer:Palgrave Macmillan
Brand:Hans Peter Deutsch
Publisher:Palgrave Macmillan
Studio:Palgrave Macmillan
EAN:9780333977064
Item Weight:2.44 pounds
Item Size:1.51 x 9.58 x 9.58 inches
Package Weight:2.39 pounds
Package Size:6.36 x 1.45 x 1.45 inches

Derivatives and Internal Models by Hans Peter Deutsch

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Derivatives and Internal Models

Brand: Hans Peter Deutsch
4.3 out of 5 stars with 20 reviews
Condition: New
Lead Time: 1 - 2 Business Days
Availability: In Stock
$250.00
$178.12
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