Derivatives and Internal Models, Second Edition - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives and Internal Models, Second Edition write by Hans-Peter Deutsch. This book was released on 2002. Derivatives and Internal Models, Second Edition available in PDF, EPUB and Kindle.
Derivatives and Internal Models
Derivatives and Internal Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives and Internal Models write by Hans-Peter Deutsch. This book was released on 2019-10-08. Derivatives and Internal Models available in PDF, EPUB and Kindle. Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools. The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo, hedge ratios, etc., including time series analysis and statistical concepts such as GARCH Models or Chi-Square-distributions. It shows how optimal trading decisions can be deduced once risk has been quantified by introducing risk-adjusted performance measures and a complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods are presented; from basic discounted cash flow methods to Black-Scholes, binomial trees, differential equations, finite difference schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc. The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently incorporated in every derivative—both of which are direct and permanent consequences of the financial crises with a large impact on our understanding of modern derivative valuation. The book will be accompanied by downloadable Excel spread sheets, which demonstrate how the theoretical concepts explained in the book can be turned into valuable algorithms and applications and will serve as an excellent starting point for the reader’s own bespoke solutions for valuation and risk management systems.
Derivatives and Internal Models
Derivatives and Internal Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives and Internal Models write by H. Deutsch. This book was released on 2003-12-17. Derivatives and Internal Models available in PDF, EPUB and Kindle. 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.
Derivatives and Internal Models, Third Edition
Derivatives and Internal Models, Third Edition - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives and Internal Models, Third Edition write by Hans-Peter Deutsch. This book was released on 2004-09-04. Derivatives and Internal Models, Third Edition available in PDF, EPUB and Kindle. 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 of Excel workbooks giving detailed models of the concepts discussed in the book.
Derivatives and Internal Models
Derivatives and Internal Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives and Internal Models write by H. Deutsch. This book was released on 2016-01-12. Derivatives and Internal Models available in PDF, EPUB and Kindle. 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.
