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Derivatives and Internal Models (Hardcover, 2nd ed. 2002) Loot Price: R4,153
Discovery Miles 41 530
Repayment Terms: R389 pm x 12*
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Derivatives and Internal Models (Hardcover, 2nd ed. 2002): H Deutsch

Derivatives and Internal Models (Hardcover, 2nd ed. 2002)

H Deutsch

Series: Finance and Capital Markets Series

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Loot Price R4,153 Discovery Miles 41 530 | Repayment Terms: R389 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Series: Finance and Capital Markets Series
Release date: December 2001
First published: 2002
Authors: H Deutsch
Dimensions: 244 x 170 x 37mm (L x W x T)
Format: Hardcover
Pages: 621
Edition: 2nd ed. 2002
ISBN-13: 978-0-333-97706-4
Categories: Books > Business & Economics > Finance & accounting > Accounting > Management accounting
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General
Books > Money & Finance > Investment & securities > General
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LSN: 0-333-97706-8
Barcode: 9780333977064

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