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Derivatives and Internal Models

  • Hans-Peter Deutsch

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Fundamentals

    1. Front Matter
      Pages 1-1
    2. Hans-Peter Deutsch
      Pages 3-6
    3. Hans-Peter Deutsch
      Pages 7-47
  3. Methods

    1. Front Matter
      Pages 63-63
    2. Hans-Peter Deutsch
      Pages 65-67
    3. Hans-Peter Deutsch
      Pages 84-93
    4. Hans-Peter Deutsch
      Pages 94-108
    5. Hans-Peter Deutsch
      Pages 121-160
    6. Hans-Peter Deutsch
      Pages 161-183
    7. Hans-Peter Deutsch
      Pages 184-198
    8. Hans-Peter Deutsch
      Pages 199-223
    9. Hans-Peter Deutsch
      Pages 224-253
    10. Hans-Peter Deutsch
      Pages 254-312
  4. Instruments

    1. Front Matter
      Pages 313-313
    2. Hans-Peter Deutsch
      Pages 315-342
    3. Hans-Peter Deutsch
      Pages 343-356
    4. Hans-Peter Deutsch
      Pages 357-377
    5. Hans-Peter Deutsch
      Pages 378-403
  5. Risk

    1. Front Matter
      Pages 405-405
    2. Hans-Peter Deutsch
      Pages 407-429
    3. Hans-Peter Deutsch
      Pages 430-461
    4. Hans-Peter Deutsch
      Pages 462-469
    5. Hans-Peter Deutsch
      Pages 470-490
    6. Hans-Peter Deutsch
      Pages 491-495
    7. Hans-Peter Deutsch
      Pages 496-504
  6. Portfolios

    1. Front Matter
      Pages 505-505
    2. Hans-Peter Deutsch
      Pages 507-534
    3. Hans-Peter Deutsch
      Pages 535-551
    4. Hans-Peter Deutsch
      Pages 552-571
  7. Market Data

    1. Front Matter
      Pages 573-573
    2. Hans-Peter Deutsch
      Pages 575-589
    3. Hans-Peter Deutsch
      Pages 590-614
    4. Hans-Peter Deutsch
      Pages 615-633
    5. Hans-Peter Deutsch
      Pages 634-655
    6. Hans-Peter Deutsch
      Pages 656-670
    7. Hans-Peter Deutsch
      Pages 671-681
  8. Back Matter
    Pages 699-755

About this book

Introduction

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.

Keywords

benchmarking cash flow derivatives financial instruments financial market hedging management Options Portfolio portfolio management pricing risk management statistics volatility

Authors and affiliations

  • Hans-Peter Deutsch
    • 1
  1. 1.FrankfurtGermany

Bibliographic information

Industry Sectors
Biotechnology
Finance, Business & Banking