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Derivatives and Internal Models

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Cover of 'Derivatives and Internal Models'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction
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    Chapter 2 Fundamental Risk Factors of Financial Markets
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    Chapter 3 Financial Instruments: A System of Derivatives and Underlyings
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    Chapter 4 Overview of the Assumptions
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    Chapter 5 Present Value Methods, Yields and Traditional Risk Measures
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    Chapter 6 Arbitrage
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    Chapter 7 The Black-Scholes Differential Equation
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    Chapter 8 Integral Forms and Analytic Solutions in the Black-Scholes World
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    Chapter 9 Binomial and Trinomial Trees
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    Chapter 10 Numerical Solutions Using Finite Differences
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    Chapter 11 Monte Carlo Simulations
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    Chapter 12 Hedging
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    Chapter 13 Martingales and Numeraires
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    Chapter 14 Interest Rates and Term Structure Models
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    Chapter 15 Simple Interest Rate Products
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    Chapter 16 FX Derivatives
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    Chapter 17 Variants of Fixed Income Instruments
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    Chapter 18 Plain Vanilla Options
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    Chapter 19 Exotic Options
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    Chapter 20 Credit Risk
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    Chapter 21 Fundamentals
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    Chapter 22 The Variance-Covariance Method
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    Chapter 23 Simulation Methods
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    Chapter 24 Example of a VaR Computation
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    Chapter 25 Backtesting: Checking the Applied Methods
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    Chapter 26 Classical Portfolio Management
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    Chapter 27 Attributes and Their Characteristic Portfolios
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    Chapter 28 Active Management and Benchmarking
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    Chapter 29 Construction of the Yield Curve Universe
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    Chapter 30 Volatility
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    Chapter 31 Market Parameter from Historical Time Series
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    Chapter 32 Time Series Modeling
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    Chapter 33 Forecasting with Time Series Models
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    Chapter 34 Principal Component Analysis
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    Chapter 35 Pre-Treatment of Time Series and Assessment of Models
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Title
Derivatives and Internal Models
Published by
Springer International Publishing, November 2019
DOI 10.1007/978-3-030-22899-6
ISBNs
978-3-03-022898-9, 978-3-03-022899-6
Authors

Deutsch, Hans-Peter, Beinker, Mark W.

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Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Researcher 1 50%
Unknown 1 50%
Readers by discipline Count As %
Mathematics 1 50%
Unknown 1 50%