Derivatives and Internal Models

Posted By: tot167
Derivatives and Internal Models

Hans-Peter Deutsch, "Derivatives and Internal Models"
Palgrave Macmillan | 2002 | ISBN: 0333977068 | 670 pages | PDF | 3,4 MB

This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of variance, co-variance, historical simulation, Monte Carlo, 'Greek' ratios, and statistical concepts such as volatility and correlation. In addition, all the important modern derivatives and their pricing methods (i.e. present value, Black Scholes, binomial trees, Monte Carlo) are presented and guidelines are given as to exactly which method can be used for which instruments.

Not all books on AvaxHome appear on the homepage.
In order not to miss many of them follow ebooks section (see top of each page on AH)
and visit my blog too :)

NO MIRRORS according to the rules