Derivatives and Internal Models (repost)
Derivatives and Internal Models
Palgrave Macmillan | 2002 | ISBN: 0333977068 | 670 pages | PDF | 3,4 MB
Palgrave Macmillan | 2002 | ISBN: 0333977068 | 670 pages | PDF | 3,4 MB
This book gives a comprehensive and thorough insight into all of today's common methods of modern market risk management including coverage of variance, co-variance, historical simulation, Monte Carlo, 'Greek' ratios, and statistical concepts such as volatility and correlation.