عنوان

Derivatives and internal models

(Number (ISBN

1403946086

(Number (ISBN

6610252149

(Number (ISBN

9781403946089

(Number (ISBN

9786610252145

Number

b552639

Title Proper

Derivatives and internal models

General Material Designation

[Book]

First Statement of Responsibility

Hans-Peter Deutsch.

Edition Statement

3rd ed

Place of Publication, Distribution, etc.

Houndmills, Basingstoke, Hampshire ; New York, N.Y.

Name of Publisher, Distributor, etc.

Palgrave Macmillan

Date of Publication, Distribution, etc.

2004

Specific Material Designation and Extent of Item

1 ressource en ligne (698 p.).

Series Title

Finance and capital markets.

Text of Note

Titre de l'écran-titre (visionné le 14 juin 2018).

Text of Note

Introduction --;Legal Framework --;Fundamental Risk Factors of Financial Markets --;Financial Instruments --;A System of Derivatives and Underlyings --;Overview of the Assumptions for Different Valuation Methods --;Present Value Methods, Yields and Traditional Risk Measures --;Arbitrage --;The Black-Scholes Differential Equation --;Integral Forms and Analytic Solutions in the Black-Scholes World --;Numerical Solutions of Differential Equations using Finite Differences --;Binomial and Trinomial Trees --;Monte-Carlo Simulations --;Hedging --;Martingale and Numeraire --;Interest Rates and Term Structure Models --;Spot Transactions on Interest Instruments --;Forward Transactions on Interest Rates --;Plain Vanilla Options --;Exotic Options --;Structured Products and Stripping --;Fundamentals --;The Variance-Covariance Method --;Simulation Methods --;Interest Rate Risk and Cash Flows --;Example VaR-Computation --;Backtesting: Checking the Applied Methods --;Risk Adjusted Return and Portfolio Theory --;Interest Rate Term Structures --;Volatility --;Market Parameter from Historical Time Series --;Time Series Modelling --;Forecasting with Time Series Models --;Principle Component Analysis --;Pre-Treatment of Time Series and Assesment of Models --;Probabiltiy and Statistics.

Gestion du risque.

Instruments dérivés (Finances)

Hans-Peter Deutsch.

Hans-Peter Deutsch

Palgrave Connect.

Electronic name

[Book]

Y