menu
{ "item_title" : "Derivatives and Internal Models", "item_author" : [" H. Deutsch "], "item_description" : "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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/0/33/397/706/0333977068_b.jpg", "price_data" : { "retail_price" : "169.99", "online_price" : "169.99", "our_price" : "169.99", "club_price" : "169.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Derivatives and Internal Models|H. Deutsch

Derivatives and Internal Models

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9780333977064
  • ISBN-10: 0333977068
  • Publisher: Palgrave MacMillan
  • Publish Date: December 2001
  • Dimensions: 9.44 x 6.36 x 1.45 inches
  • Shipping Weight: 2.39 pounds
  • Page Count: 621

Related Categories

You May Also Like...

    1

BAM Customer Reviews