Derivatives and Internal Models Modern Risk Management /

• Κύριοι συγγραφείς: Deutsch, Hans-Peter (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Beinker, Mark W. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2019.
• Έκδοση: 5th ed. 2019.
• Σειρά: Finance and Capital Markets Series
• Θέματα: Capital market.; Risk management.; Accounting.; Bookkeeping .; Economics.; Management science.; Corporations-Finance.; Investment banking.; Securities.; Capital Markets.; Risk Management.; Accounting/Auditing.; Economics, general.; Corporate Finance.; Investments and Securities.

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 detail to enable readers to develop their own pricing and risk t...

Πίνακας περιεχομένων:

• 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.