| Document Type
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BL
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| Record Number
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732847
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| Doc. No
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b552639
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| Main Entry
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Hans-Peter Deutsch.
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| Title & Author
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Derivatives and internal models\ Hans-Peter Deutsch.
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| Edition Statement
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3rd ed
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| Publication Statement
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Houndmills, Basingstoke, Hampshire ; New York, N.Y.: Palgrave Macmillan, 2004
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| Series Statement
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Finance and capital markets.
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| Page. NO
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1 ressource en ligne (698 p.).
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| ISBN
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1403946086
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: 6610252149
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: 9781403946089
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: 9786610252145
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| Notes
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Titre de l'écran-titre (visionné le 14 juin 2018).
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| Contents
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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.
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| Subject
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Gestion du risque.
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| Subject
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Instruments dérivés (Finances)
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| Added Entry
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Hans-Peter Deutsch
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Palgrave Connect.
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