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Derivatives and Internal Models (Hardcover, 2nd ed. 2002)
Loot Price: R3,264
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Derivatives and Internal Models (Hardcover, 2nd ed. 2002)
Series: Finance and Capital Markets Series
Expected to ship within 12 - 19 working days
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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.
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