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Derivatives and Internal Models

About Derivatives and Internal Models

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.

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  • Language:
  • English
  • ISBN:
  • 9781349429998
  • Binding:
  • Paperback
  • Pages:
  • 621
  • Published:
  • January 1, 2002
  • Edition:
  • 22002
  • Dimensions:
  • 170x244x0 mm.
  • Weight:
  • 1089 g.
Delivery: 1-2 weeks
Expected delivery: July 18, 2024

Description of Derivatives and Internal Models

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.

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