UID:
almahu_9947918995602882
Format:
XV, 621 p. 5 illus.
,
online resource.
Edition:
Second Edition.
ISBN:
9780230502109
Series Statement:
Finance and Capital Markets Series
Content:
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.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9781349429998
Language:
English
DOI:
10.1057/9780230502109
URL:
http://dx.doi.org/10.1057/9780230502109
URL:
Volltext
(URL des Erstveröffentlichers)