书目名称 | Derivatives and Internal Models |
编辑 | Hans-Peter Deutsch |
视频video | http://file.papertrans.cn/269/268139/268139.mp4 |
丛书名称 | Finance and Capital Markets Series |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2004Latest edition |
关键词 | derivatives; financial market; forecasting; hedging; management; optimization; portfolio; Portfolio Optimiz |
版次 | 3 |
doi | https://doi.org/10.1057/9781403946089 |
isbn_softcover | 978-1-349-51542-4 |
isbn_ebook | 978-1-4039-4608-9Series ISSN 2946-2010 Series E-ISSN 2946-2029 |
issn_series | 2946-2010 |
copyright | Hans-Peter Deutsch 2004 |