Derivatives and Internal Models

Download or read book Derivatives and Internal Models written by H. Deutsch and published by Springer. This book was released on 2003-12-17 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.