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Finance and Capital Markets Series

Derivatives and Internal Models

Authors: Deutsch, H.

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eBook $269.00
price for USA (gross)
valid through March 31, 2019
  • ISBN 978-1-4039-4608-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $340.00
price for USA
valid through March 31, 2019
  • ISBN 978-1-4039-2150-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.00
price for USA
  • ISBN 978-1-349-51542-4
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.
About this book

The successful first edition 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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.

About the authors

HANS-PETER DEUTSCH is Managing Director of d-fine, a major consultancy firm.

Reviews

Review of 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 (36 chapters)

Table of contents (36 chapters)

Buy this book

eBook $269.00
price for USA (gross)
valid through March 31, 2019
  • ISBN 978-1-4039-4608-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $340.00
price for USA
valid through March 31, 2019
  • ISBN 978-1-4039-2150-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.00
price for USA
  • ISBN 978-1-349-51542-4
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
Derivatives and Internal Models
Authors
Series Title
Finance and Capital Markets Series
Copyright
2004
Publisher
Palgrave Macmillan UK
Copyright Holder
Hans-Peter Deutsch
eBook ISBN
978-1-4039-4608-9
DOI
10.1057/9781403946089
Hardcover ISBN
978-1-4039-2150-5
Softcover ISBN
978-1-349-51542-4
Edition Number
3
Number of Pages
XVI, 698
Number of Illustrations
8 b/w illustrations
Topics