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Image for Derivatives and Internal Models

Derivatives and Internal Models (3rd ed)

Deutsch, H.

Part of the Finance and Capital Markets Series series

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The first edition of this text 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 new edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization.

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Special order line: only available to educational & business accounts. Sign In

£161.99 Save 10.00%
RRP £179.99

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Product Details

Publisher/Imprint Palgrave Macmillan

ISBN/Ean1403921504 / 9781403921505

FormatHardback

Dewey332.632042

Published18/12/2003

Country of PubUnited States

Book LanguageEnglish

Pages600 p.

Dimensions24 cm

Readershipresearch & professional Learn More

NotesPrevious ed.: Basingstoke: Macmillan, 2001.

BIC KFFM Investment & securities, KJMD Management decision making