ISBN:
9780230502109
Language:
English
Pages:
1 Online-Ressource (XV, 621 p, online resource)
Edition:
Second Edition
Edition:
Springer eBook Collection. Palgrave Economics & Finance Collection
Series Statement:
Springer eBook Collection
Series Statement:
Finance and Capital Markets Series
Series Statement:
SpringerLink
Series Statement:
Bücher
Series Statement:
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Parallel Title:
Erscheint auch als
Keywords:
Business
;
Business and Management
;
Business
;
Bookkeeping
;
Bookkeeping
;
Accounting
;
Management
;
Finance
;
Accounting
;
Management
;
Finance
;
Business
;
Accounting
;
Bookkeeping
;
Management
;
Finance
;
Business and Management
;
Management
;
Accounting/Auditing
;
Finance, general
Abstract:
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
DOI:
10.1057/9780230502109
URL:
Volltext
(Deutschlandweit zugänglich)
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