Derivatives and Internal Models de H. Deutsch

Derivatives and Internal Models: Finance and Capital Markets Series

H. Deutsch

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.

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Paperback (3)	636^.59 lei 6-8 săpt.
Palgrave Macmillan UK – 25 iun 2009	636^.59 lei 6-8 săpt.
Palgrave Macmillan UK – 2002	927^.38 lei 6-8 săpt.
Palgrave Macmillan UK – 2004	1196^.28 lei 6-8 săpt.
Hardback (2)	930^.12 lei 6-8 săpt.	+147^.95 lei 7-11 zile
Palgrave Macmillan UK – 3 dec 2001	930^.12 lei 6-8 săpt.	+147^.95 lei 7-11 zile
Palgrave Macmillan UK – 18 dec 2003	1195^.20 lei 6-8 săpt.

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Express

Paperback (3)

636^.59 lei 6-8 săpt.

Palgrave Macmillan UK – 25 iun 2009

636^.59 lei 6-8 săpt.

Palgrave Macmillan UK – 2002

927^.38 lei 6-8 săpt.

Palgrave Macmillan UK – 2004

1196^.28 lei 6-8 săpt.

Hardback (2)

930^.12 lei 6-8 săpt.

+147^.95 lei 7-11 zile

Palgrave Macmillan UK – 3 dec 2001

930^.12 lei 6-8 săpt.

+147^.95 lei 7-11 zile

Palgrave Macmillan UK – 18 dec 2003

1195^.20 lei 6-8 săpt.

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Cuprins

PART I: FUNDAMENTALS Introduction Legal Framework Fundamental Risk Factors of Financial Markets Financial Instruments - A System of Derivatives and Underlyings PART II: METHODS Overview of the Assumptions for Different Valuation Methods Present Value Methods, Yields and Traditional Risk Measures Arbitrage The Black-Scholes Differential Equation Integral Forms and Analytic Solutions in the Black-Scholes World Numerical Solutions of Differential Equations using Finite Differences Binomial and Trinomial Trees Monte-Carlo Simulations Hedging Martingale and Numeraire Interest Rates and Term Structure Models PART III: INSTRUMENTS Spot Transactions on Interest Instruments Forward Transactions on Interest Rates Plain Vanilla Options Exotic Options Structured Products and Stripping PART IV: RISK Fundamentals The Variance-Covariance Method Simulation Methods Interest Rate Risk and Cash Flows Example VaR-Computation Backtesting: Checking the Applied Methods Risk Adjusted Return and Portfolio Theory PART V: MARKET DATA Interest Rate Term Structures Volatility Market Parameter from Historical Time Series Time Series Modelling Forecasting with Time Series Models Principle Component Analysis Pre-Treatment of Time Series and Assesment of Models Probabiltiy and Statistics