Derivatives and internal models = mo...
Deutsch, Hans-Peter.

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  • Derivatives and internal models = modern risk management /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Derivatives and internal models/ by Hans-Peter Deutsch, Mark W. Beinker.
    其他題名: modern risk management /
    作者: Deutsch, Hans-Peter.
    其他作者: Beinker, Mark W.
    出版者: Cham :Springer International Publishing : : 2019.,
    面頁冊數: xxxii, 897 p. :ill., digital ;24 cm.
    內容註: 1. Introduction -- 2. Fundamental Risk Factors of Financial Markets -- 3. Financial Instruments: A System of Derivatives and Underlyings -- 4. Overview of the Assumptions -- 5. Present Value Methods, Yields and Traditional Risk Measures -- 6. Arbitrage -- 7. The Black-Scholes Differential Equation -- 8. Integral Forms and Analytic Solutions in the Black-Scholes World -- 9. Binomial and Trinomial Trees -- 10. Numerical Solutions Using Finite Differences -- 11. Monte Carlo Simulations -- 12. Hedging -- 13. Martingales and Numeraires -- 14. Interest Rates and Term Structure Models -- 15. Simple Interest Rate Products -- 16. FX Derivatives -- 17. Variants of Fixed Income Instruments -- 18. Plain Vanilla Options -- 19. Exotic Options -- 20. Credit Risk -- 21. Fundamentals -- 22. The Variance-Covariance Method -- 23. Simulation Methods -- 24. Example of a VaR Computation -- 25. Backtesting: Checking the Applied Methods -- 26. Classical Portfolio Management -- 27. Attributes and their Characteristic Portfolios -- 28. Active Management and Benchmarking -- 29. Construction of the Yield Curve Universe -- 30. Volatility -- 31. Market Parameter from Historical Time Series -- 32. Time Series Modeling -- 33. Forecasting with Time Series Models -- 34. Principal Component Analysis -- 35. Pre-Treatment of Time Series and Assessment of Models.
    Contained By: Springer eBooks
    標題: Capital market. -
    電子資源: https://doi.org/10.1007/978-3-030-22899-6
    ISBN: 9783030228996
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W9393765 電子資源 11.線上閱覽_V 電子書 EB HG6024.A3 D488 2019 一般使用(Normal) 在架 0
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