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Derivatives and Internal Models

Om Derivatives and Internal Models

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.

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  • Språk:
  • Engelska
  • ISBN:
  • 9781349307661
  • Format:
  • Häftad
  • Sidor:
  • 755
  • Utgiven:
  • 25. juni 2009
  • Utgåva:
  • 42009
  • Mått:
  • 152x229x0 mm.
  • Vikt:
  • 1127 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 18. december 2024

Beskrivning av Derivatives and Internal Models

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.

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