Advertisement

Derivatives and Internal Models

  • Authors
  • Hans-Peter┬áDeutsch

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

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Fundamentals

    1. Front Matter
      Pages 1-1
    2. Hans-Peter Deutsch
      Pages 3-5
    3. Hans-Peter Deutsch
      Pages 7-10
    4. Hans-Peter Deutsch
      Pages 11-46
  3. Methods

    1. Front Matter
      Pages 61-61
    2. Hans-Peter Deutsch
      Pages 63-65
    3. Hans-Peter Deutsch
      Pages 81-88
    4. Hans-Peter Deutsch
      Pages 89-101
    5. Hans-Peter Deutsch
      Pages 113-147
    6. Hans-Peter Deutsch
      Pages 149-168
    7. Hans-Peter Deutsch
      Pages 169-181
    8. Hans-Peter Deutsch
      Pages 183-203
    9. Hans-Peter Deutsch
      Pages 205-229
    10. Hans-Peter Deutsch
      Pages 231-281
  4. Instruments

    1. Front Matter
      Pages 283-283
    2. Hans-Peter Deutsch
      Pages 285-309
    3. Hans-Peter Deutsch
      Pages 311-322
    4. Hans-Peter Deutsch
      Pages 323-341
    5. Hans-Peter Deutsch
      Pages 343-365
    6. Hans-Peter Deutsch
      Pages 367-374
  5. Risk

    1. Front Matter
      Pages 375-375
    2. Hans-Peter Deutsch
      Pages 377-396
    3. Hans-Peter Deutsch
      Pages 397-425
    4. Hans-Peter Deutsch
      Pages 427-433
    5. Hans-Peter Deutsch
      Pages 435-452
    6. Hans-Peter Deutsch
      Pages 453-457
    7. Hans-Peter Deutsch
      Pages 459-466
  6. Portfolios

    1. Front Matter
      Pages 467-467
    2. Hans-Peter Deutsch
      Pages 469-491
    3. Hans-Peter Deutsch
      Pages 493-507
    4. Hans-Peter Deutsch
      Pages 509-525
  7. Market Data

    1. Front Matter
      Pages 527-527
    2. Hans-Peter Deutsch
      Pages 529-541
    3. Hans-Peter Deutsch
      Pages 543-563
    4. Hans-Peter Deutsch
      Pages 565-580
    5. Hans-Peter Deutsch
      Pages 581-599
    6. Hans-Peter Deutsch
      Pages 601-613
    7. Hans-Peter Deutsch
      Pages 615-623
  8. Back Matter
    Pages 641-698

About this book

Introduction

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 edition, Deutsch continues with this philosophy covering new and more advanced topics including risk adjusted performance and portfolio optimization. This edition also includes a CD-ROM in the form of Excel workbooks giving detailed models of the concepts discussed in the book.

Keywords

derivatives financial market forecasting hedging management optimization portfolio Portfolio Optimization Portfolio Theory risk management science and technology simulation simulations success time series

Bibliographic information

Industry Sectors
Pharma
Automotive
Chemical Manufacturing
Biotechnology
Finance, Business & Banking
Consumer Packaged Goods
Aerospace
Engineering