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Derivatives and Internal Models (Hardcover, 3rd ed. 2004)
Loot Price: R6,028
Discovery Miles 60 280
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Derivatives and Internal Models (Hardcover, 3rd ed. 2004)
Series: Finance and Capital Markets Series
Expected to ship within 10 - 15 working days
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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.
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