Derivatives and Internal Models
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Published By Palgrave Macmillan UK

9781349429998, 9780230502109

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Present Value Methods, Yields and Traditional Risk Measures

Derivatives and Internal Models ◽

10.1057/9780230502109_6 ◽

2002 ◽

pp. 67-80

Author(s):

Hans-Peter Deutsch

Keyword(s):

Risk Measures ◽

Present Value

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Volatility

Derivatives and Internal Models ◽

10.1057/9780230502109_28 ◽

2002 ◽

pp. 475-493

Author(s):

Hans-Peter Deutsch

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Backtesting: Checking the Applied Methods

Derivatives and Internal Models ◽

10.1057/9780230502109_26 ◽

2002 ◽

pp. 451-458

Author(s):

Hans-Peter Deutsch

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Exotic Options

Derivatives and Internal Models ◽

10.1057/9780230502109_19 ◽

2002 ◽

pp. 339-361

Author(s):

Hans-Peter Deutsch

Keyword(s):

Exotic Options

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Forward Transactions on Interest Rates

Derivatives and Internal Models ◽

10.1057/9780230502109_17 ◽

2002 ◽

pp. 307-318

Author(s):

Hans-Peter Deutsch

Keyword(s):

Interest Rates

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Introduction

Derivatives and Internal Models ◽

10.1057/9780230502109_1 ◽

2002 ◽

pp. 3-5 ◽

Cited By ~ 1

Author(s):

Hans-Peter Deutsch

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Binomial and Trinomial Trees

Derivatives and Internal Models ◽

10.1057/9780230502109_11 ◽

2002 ◽

pp. 147-166

Author(s):

Hans-Peter Deutsch

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Integral Forms and Analytic Solutions in the Black-Scholes World

Derivatives and Internal Models ◽

10.1057/9780230502109_9 ◽

2002 ◽

pp. 103-112

Author(s):

Hans-Peter Deutsch

Keyword(s):

Analytic Solutions ◽

Integral Forms ◽

Black Scholes

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Pre-Treatment of Time Series and Assessment of Models

Derivatives and Internal Models ◽

10.1057/9780230502109_33 ◽

2002 ◽

pp. 549-564

Author(s):

Hans-Peter Deutsch

Keyword(s):

Time Series ◽

Pre Treatment

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Interest Rate Term Structures

Derivatives and Internal Models ◽

10.1057/9780230502109_27 ◽

2002 ◽

pp. 461-473

Author(s):

Hans-Peter Deutsch

Keyword(s):

Interest Rate ◽

Term Structures

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