Titlebook: Derivatives and Internal Models; Hans-Peter Deutsch Book 2002Latest edition Hans-Peter Deutsch 2002 management.organization.risk managemen

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Fundamental Theories of Physicsry exotic options for which other methods are either too complicated or completely unsuitable, the only requirement being the availability of sufficient computation time. Before proceeding with financial . of Monte Carlo techniques, we begin with a presentation of the technique itself.

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https://doi.org/10.1057/9780230502109management; organization; risk management

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Derivatives and Internal Models978-0-230-50210-9Series ISSN 2946-2010 Series E-ISSN 2946-2029

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https://doi.org/10.1007/978-3-319-94358-9els. A complete list of all model assumptions made in this book are summarized here in order to provide an overview of the numerous conditions and assumptions arising in the various methods. For each pricing and risk management method discussed in the following chapters, we will specify which of these assumptions are needed for their application.

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Tullio Tolio,Giacomo Copani,Walter TerkajPresent value methods determine the value of a financial instrument by discounting all future cash flows resulting from the instrument. Applying this method requires few assumptions. Only Assumptions 1, 2, 3, 4 and 5 from Section 5 are necessary.

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