Titlebook: Derivatives and Internal Models; Modern Risk Manageme Hans-Peter Deutsch,Mark W. Beinker Book 2019Latest edition The Editor(s) (if applicab

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2946-2010 e 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 multicurve978-3-030-22901-6978-3-030-22899-6Series ISSN 2946-2010 Series E-ISSN 2946-2029

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Book 2019Latest edition 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,

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2946-2010 ges the industry has seen over the past 5 years.Covers new a.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 d

死貓他燒焦

Integral Forms and Analytic Solutions in the Black-Scholes Worldmodel by assuming that the parameters involved (interest rates, dividend yields, volatility) are constant (Assumptions ., . and thus . from Chap. .) despite the fact that these assumptions are quite unrealistic.

清澈

Monte Carlo Simulationsobability measure), the idea of calculating such expectations by simulating the (stochastic) evolution of the underlyings several times and subsequently averaging the results somehow is not far removed.

清澈

Martingales and Numerairesich can be summarized as follows: Today’s price of a (tradable) financial instrument is equal to the discounted expectation of its future price if this expectation is calculated with respect to the risk-neutral probability measure.

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鎮(zhèn)痛劑

https://doi.org/10.1007/978-3-030-22899-6benchmarking; cash flow; derivatives; financial instruments; financial market; hedging; management; Options

細(xì)節(jié)

978-3-030-22901-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl