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Derivatives And Internal Models
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Book Synopsis Derivatives and Internal Models by : H. Deutsch
Download or read book Derivatives and Internal Models written by H. Deutsch and published by Springer. This book was released on 2009-06-24 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples.
Book Synopsis Derivatives and Internal Models by : Hans-Peter Deutsch
Download or read book Derivatives and Internal Models written by Hans-Peter Deutsch and published by Springer Nature. This book was released on 2019-10-08 with total page 898 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools. The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo, hedge ratios, etc., including time series analysis and statistical concepts such as GARCH Models or Chi-Square-distributions. It shows how optimal trading decisions can be deduced once risk has been quantified by introducing risk-adjusted performance measures and a complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods are presented; from basic discounted cash flow methods to Black-Scholes, binomial trees, differential equations, finite difference schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc. The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently incorporated in every derivative—both of which are direct and permanent consequences of the financial crises with a large impact on our understanding of modern derivative valuation. The book will be accompanied by downloadable Excel spread sheets, which demonstrate how the theoretical concepts explained in the book can be turned into valuable algorithms and applications and will serve as an excellent starting point for the reader’s own bespoke solutions for valuation and risk management systems.
Book Synopsis Derivatives and Internal Models by : H. Deutsch
Download or read book Derivatives and Internal Models written by H. Deutsch and published by Springer. This book was released on 2003-12-17 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Modern Derivatives Pricing and Credit Exposure Analysis by : Roland Lichters
Download or read book Modern Derivatives Pricing and Credit Exposure Analysis written by Roland Lichters and published by Springer. This book was released on 2015-11-15 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today's markets.
Book Synopsis International Convergence of Capital Measurement and Capital Standards by :
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Derivatives and Internal Models, Third Edition by : Hans-Peter Deutsch
Download or read book Derivatives and Internal Models, Third Edition written by Hans-Peter Deutsch and published by Palgrave Macmillan. This book was released on 2004-09-04 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 of Excel workbooks giving detailed models of the concepts discussed in the book.
Download or read book Derivatives written by Jiří Witzany and published by Springer Nature. This book was released on 2020-11-04 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
Book Synopsis Code of Federal Regulations by : United States. Internal Revenue Service
Download or read book Code of Federal Regulations written by United States. Internal Revenue Service and published by . This book was released on 2013 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: Special edition of the Federal register, containing a codification of documents of general applicability and future effect as of April 1 ... with ancillaries
Book Synopsis Efficient Methods for Valuing Interest Rate Derivatives by : Antoon Pelsser
Download or read book Efficient Methods for Valuing Interest Rate Derivatives written by Antoon Pelsser and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.
Download or read book Code of Federal Regulations written by and published by . This book was released on 2008 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Office of the Federal Register (U S ) Publisher :Government Printing Office ISBN 13 :9780160847783 Total Pages :1296 pages Book Rating :4.8/5 (477 download)
Book Synopsis Code of Federal Regulations, Title 12, Banks and Banking, PT. 220-299, Revised as of January 1, 2010 by : Office of the Federal Register (U S )
Download or read book Code of Federal Regulations, Title 12, Banks and Banking, PT. 220-299, Revised as of January 1, 2010 written by Office of the Federal Register (U S ) and published by Government Printing Office. This book was released on 2010-04 with total page 1296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Code of Federal Regulations is a codification of the general and permanent rules published in the Federal Register by the Executive departments and agencies of the United States Federal Government.
Author :Office of the Federal Register (U.S.) Staff Publisher :Government Printing Office ISBN 13 :9780160900839 Total Pages :1000 pages Book Rating :4.9/5 (8 download)
Book Synopsis Code of Federal Regulations, Title 12, Banks and Banking, PT. 1-199, Revised as of January 1, 2012 by : Office of the Federal Register (U.S.) Staff
Download or read book Code of Federal Regulations, Title 12, Banks and Banking, PT. 1-199, Revised as of January 1, 2012 written by Office of the Federal Register (U.S.) Staff and published by Government Printing Office. This book was released on 2012-04-24 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Code of Federal Regulations, Title 12, Banks and Banking, Pt. 220-299, Revised as of January 1, 2011 by :
Download or read book Code of Federal Regulations, Title 12, Banks and Banking, Pt. 220-299, Revised as of January 1, 2011 written by and published by Government Printing Office. This book was released on 2011-04-25 with total page 1306 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis SEC Docket by : United States. Securities and Exchange Commission
Download or read book SEC Docket written by United States. Securities and Exchange Commission and published by . This book was released on 2013 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Congress. House. Committee on Banking, Finance, and Urban Affairs Publisher : ISBN 13 : Total Pages :1506 pages Book Rating :4.F/5 ( download)
Book Synopsis Safety and Soundness Issues Related to Bank Derivatives Activities by : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs
Download or read book Safety and Soundness Issues Related to Bank Derivatives Activities written by United States. Congress. House. Committee on Banking, Finance, and Urban Affairs and published by . This book was released on 1994 with total page 1506 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Congress. House. Committee on Banking, Finance, and Urban Affairs Publisher : ISBN 13 : Total Pages :1316 pages Book Rating :4.:/5 (327 download)
Book Synopsis Safety and Soundness Issues Related to Bank Derivatives Activities: Without special titles by : United States. Congress. House. Committee on Banking, Finance, and Urban Affairs
Download or read book Safety and Soundness Issues Related to Bank Derivatives Activities: Without special titles written by United States. Congress. House. Committee on Banking, Finance, and Urban Affairs and published by . This book was released on 1994 with total page 1316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Federal Register written by and published by . This book was released on 2014 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:
