Derivatives and Internal Models

Modern Risk Management

Provides an introduction to the valuation and risk management of modern financial instruments
Includes updates to reflect the myriad of changes the industry has seen over the past 5 years
Covers new and more advanced topics including risk adjusted performance and portfolio optimization
Feature a number of real world illustrations and downloadable excel spreadsheets with hundreds of practical examples

Oktober 2020, ca. 932 Seiten, Finance and Capital Markets Series, Englisch
Springer
978-3-030-22901-6

Weitere Titel der Reihe: Finance and Capital Markets Series

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