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Derivatives and Internal Models: Modern risk management. (Finance and Capital Markets Ser.) hardcover 200 p.
Deutsch, Hans-Peter,
Eller, R.
著
発行年月 |
1998年10月 |
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出版国 |
イギリス |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数／巻数 |
200 p. |
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ジャンル |
洋書／社会科学／経済学／金融経済学 |
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ISBN |
9780333750698 |
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商品コード |
0209845020 |
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本の性格 |
学術書 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209845020 |
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内容
Offers an insight into common methods of market risk management,featuring coverage of variance covariance, historical simulation, MonteCarlo, "Greek" ratios, and statistical concepts, such as volatility andcorrelation. An accompanying diskette is included with the book.
