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Derivatives and Internal Models Finance and Capital Markets

Hans-Peter Deutsch

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ISBN 10: 0230222153 / ISBN 13: 9780230222151
Published by Palgrave Macmillan
New Condition: New Hardcover
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700 pages. Dimensions: 9.3in. x 6.2in. x 2.0in.This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. There is also an accompanying website with hundreds of real world examples. Companion Website: http: www. palgrave. comfinancedeutsch This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9780230222151

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Bibliographic Details

Title: Derivatives and Internal Models Finance and ...

Publisher: Palgrave Macmillan

Binding: Hardcover

Book Condition:New

Book Type: Hardcover

About this title

Synopsis:

This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples.

About the Author:

HANS-PETER DEUTSCH is Founder and Managing Director of d-fine, one of the leading financial services consulting firms in Europe. He was formerly a Partner at Arthur Andersen and Head of Financial Risk Consulting in Germany. Dr Deutsch holds a Ph.D. in theoretical physics and is author of many publications in the area of quantitative finance. He is also Guest Lecturer for Mathematical Finance at Oxford University, UK, and Chairman of the Advisory Board of the MathFinance Institute at Goethe University in Frankfurt, Germany.

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