Happy Summer—stock up and save 30% on Palgrave books, eBooks & journals! Shop now >>

Finance and Capital Markets Series

Derivatives and Internal Models

Authors: Deutsch, H.

Free Preview

Buy this book

eBook n/a
  • ISBN 978-0-230-23475-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover n/a
  • ISBN 978-0-230-22215-1
  • Free shipping for individuals worldwide
Softcover n/a
  • ISBN 978-1-349-30766-1
  • Free shipping for individuals worldwide
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)
  • Introduction

    Pages 3-6

    Deutsch, Dr Hans-Peter

  • Fundamental Risk Factors of Financial Markets

    Pages 7-47

    Deutsch, Dr Hans-Peter

  • Financial Instruments: A System of Derivatives and Underlyings

    Pages 48-62

    Deutsch, Dr Hans-Peter

  • Overview of the Assumptions

    Pages 65-67

    Deutsch, Dr Hans-Peter

  • Present Value Methods, Yields, and Traditional Risk Measures

    Pages 68-83

    Deutsch, Dr Hans-Peter

Buy this book

eBook n/a
  • ISBN 978-0-230-23475-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover n/a
  • ISBN 978-0-230-22215-1
  • Free shipping for individuals worldwide
Softcover n/a
  • ISBN 978-1-349-30766-1
  • Free shipping for individuals worldwide

Services for this book

Loading...

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