Derivatives and internal models
Auteur :
Deutsch, H.
Éditeur :
Palgrave Macmillan
ISBN :
9781349307661
Date de publication :
25 juin 2009
Dimensions :
22,9 x 15,2 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.