Finance and Capital Markets Series

Derivatives and Internal Models

Authors: Deutsch, H.

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eBook 107,09 €
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  • ISBN 978-0-230-23475-8
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Hardcover 197,59 €
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  • ISBN 978-0-230-22215-1
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Softcover 135,19 €
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  • ISBN 978-1-349-30766-1
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About this book

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.

About the authors

HANS-PETER DEUTSCH is Founder and Managing Director of d-fine, one of the leading financial services consulting firms in Europe. He was formerly a Partner at Arthur Andersen and Head of Financial Risk Consulting in Germany. Dr Deutsch holds a Ph.D. in theoretical physics and is author of many publications in the area of quantitative finance. He is also Guest Lecturer for Mathematical Finance at Oxford University, UK, and Chairman of the Advisory Board of the MathFinance Institute at Goethe University in Frankfurt, Germany.

Reviews

Praise for previous edition:

'Whether you are looking for a standard reference or a stand-alone learning guide, Derivatives and Internal Models deserves a place on your bookshelf.'

-Risk


Table of contents (34 chapters)

Table of contents (34 chapters)

Buy this book

eBook 107,09 €
price for Spain (gross)
  • ISBN 978-0-230-23475-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 197,59 €
price for Spain (gross)
  • ISBN 978-0-230-22215-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 135,19 €
price for Spain (gross)
  • ISBN 978-1-349-30766-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules

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Bibliographic Information

Bibliographic Information
Book Title
Derivatives and Internal Models
Authors
Series Title
Finance and Capital Markets Series
Copyright
2009
Publisher
Palgrave Macmillan UK
Copyright Holder
Hans-Peter Deutsch
eBook ISBN
978-0-230-23475-8
DOI
10.1057/9780230234758
Hardcover ISBN
978-0-230-22215-1
Softcover ISBN
978-1-349-30766-1
Edition Number
4
Number of Pages
XVIII, 755
Number of Illustrations
762 b/w illustrations
Topics