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Derivatives and Internal Models by H DEUTSCH
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Derivatives and Internal Models

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Description

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.

Author Biography:

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.
Release date Australia
June 25th, 2009
Author
Audience
  • Professional & Vocational
Edition
4th ed. 2009
Illustrations
762 Illustrations, black and white; XVIII, 755 p. 762 illus.
Pages
755
Dimensions
152x229x39
ISBN-13
9781349307661
Product ID
25748440

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Derivatives and Internal Models by H DEUTSCH
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Available - Usually ships in 3-4 weeks
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Available - Usually ships in 3-4 weeks
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