In this book, Dr. Hans-Peter Deutsch 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.
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₹11,858.00
Derivatives and Internal Models
All these methods are explained with adequate mathematical rigor and in great detail both in theory and with the help of hundreds of spreadsheet examples using one consistent logical approach and notation. This book should enable any bank to create and implement its own so-called ‘internal’ risk models.
₹5,841.00₹17,699.00
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| Weight | 1 kg |
|---|---|
| Dimensions | 24 × 16 × 5 cm |
| Book Author | Hans-Peter Deutsch |
| Edition | 1st |
| Format | Hardback |
| ISBN | 9780230222151 |
| Language | English |
| Pages | 776 |
| Publication Year | |
| Publisher | |
| Sell by | sarasbooksonline.com |
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