Abstract
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 new edition, Deutsch continues with this philosophy covering new and more advanced topics including terms structure models, second-order value at risk, time series analysis, GARCH models, differential equations, finite difference schemes, Martingales and Numeraires TS - WorldCat M4 - Citavi
Cite
CITATION STYLE
Deutsch, H.-P., & Beinker, M. W. (2019). Derivatives and Internal Models. Derivatives and Internal Models. Springer International Publishing. https://doi.org/10.1007/978-3-030-22899-6
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
