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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:
  • 9781403921505
  • Binding:
  • Hardback
  • Pages:
  • 698
  • Published:
  • December 17, 2003
  • Edition:
  • 32004
  • Dimensions:
  • 155x235x41 mm.
  • Weight:
  • 1232 g.
Delivery: 2-3 weeks
Expected delivery: December 19, 2024
Extended return policy to January 30, 2025

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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