Derivatives and Internal Models : Modern Risk Management
Derivatives and Internal Models : Modern Risk Management
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Author(s): Deutsch, Hans-Peter
ISBN No.: 9780333750698
Pages: 200
Year: 199810
Format: Trade Cloth (Hard Cover)
Price: $ 237.21
Status: Out Of Print

This title offers an insight into common methods of market risk management, featuring coverage of variance covariance, historical simulation, Monte Carlo, Greek ratios, and statistical concepts, such as volatility and correlation. In addition, the important derivatives and their pricing methods, for example, present value, Black Scholes, binomial trees, and Monte Carolo, are presented, and guidelines are given as to which method can be used for which instruments.


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