Derivatives and Internal Models (Finance and Capital Markets)

H. Deutsch

$109.99

This product is not returnable.

Publication Date: June 25th, 2009

Publisher:

Palgrave MacMillan

ISBN:

9781349307661

Pages:

755

Usually Ships in 1 to 5 Days

Description

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.

About the Author

HANS-PETER DEUTSCH is Founder and Managing Director of d-fine, one of the leading financial services consulting firms in Europe. He was formerly a Partner at Arthur Andersen and Head of Financial Risk Consulting in Germany. Dr Deutsch holds a Ph.D. in theoretical physics and is author of many publications in the area of quantitative finance. He is also Guest Lecturer for Mathematical Finance at Oxford University, UK, and Chairman of the Advisory Board of the MathFinance Institute at Goethe University in Frankfurt, Germany.

Derivatives and Internal Models (Finance and Capital Markets)

Description

About the Author

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Derivatives and Internal Models (Finance and Capital Markets)

Description

About the Author

Other Books in Series

Practical Quantitative Investment Management with Derivatives [With CDROM] (Finance and Capital Markets)

Capital Market Instruments: Analysis and Valuation (Finance and Capital Markets)

The Taxation of Equity Derivatives and Structured Products (Finance and Capital Markets)

Exchange Traded Funds as an Investment Option (Finance and Capital Markets)

Interest Rate Modelling (Finance and Capital Markets)

Asset Management Standards: Corporate Governance for Asset Management (Finance and Capital Markets)

Energy Hedging in Asia: Market Structure and Trading Opportunities (Finance and Capital Markets)

Dark Pools: The Structure and Future of Off-Exchange Trading and Liquidity (Finance and Capital Markets)

Corporate Governance: Financial Responsibility, Controls and Ethics (Finance and Capital Markets)

Liquidity Risk: Managing Asset and Funding Risks (Finance and Capital Markets)

Corporate Treasury and Cash Management [With CDROM] (Finance and Capital Markets)

Climate Trading: Development of Greenhouse Gas Markets (Finance and Capital Markets)

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets)

Explaining and Forecasting the Us Federal Funds Rate: A Monetary Policy Model for the Us (Finance and Capital Markets)

A Practical Guide to Collateral Management in the OTC Derivatives Market (Finance and Capital Markets)

Financial Lexicon: A Compendium of Financial Definitions, Acronyms, and Colloquialisms (Finance and Capital Markets)

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From Basel 1 to Basel 3: The Integration of State of the Art Risk Modelling in Banking Regulation (Finance and Capital Markets)

Technology Management in Financial Services (Finance and Capital Markets)

Mergers and Acquisitions: Current Issues (Finance and Capital Markets)

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