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 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.

Details

Published by: Palgrave Macmillan

Publication Date: 2004-01-01

Format: Paperback

ISBN-13: 9781349515424

DOI: 10.1057/9781403946089

Dimensions: 254cm x178cm

Pages: 698