Finance and Capital Markets Series

Deutsch, H.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2001-12-03

Format: Hardcover

ISBN-13: 9780333977064

DOI: 10.1057/9780230502109

Dimensions: 244cm x170cm

Pages: 621