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Download Derivatives and Internal Models by Hans-Peter Deutsch in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Derivatives and Internal Models
This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of variance, co-variance, historical simulation, Monte Carlo, 'Greek' ratios, and statistical concepts such as volatility and correlation. In addition, all the important modern derivatives and their pricing methods (i.e. present value, Black Scholes, binomial trees, Monte Carlo) are presented and guidelines are given as to exactly which method can be used for which instruments.
Detailed Information
| Author: | Hans-Peter Deutsch |
|---|---|
| Publication Year: | 2002 |
| ISBN: | 333977068 |
| Pages: | 638 |
| Language: | English |
| File Size: | 3.871 |
| Format: | |
| Price: | FREE |
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