rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Derivatives and Internal Models
    sub title: Modern Risk Management
  name:
    name part: Deutsch, Hans-Peter.
    role:
      role term: creator
  name:
    name part: Beinker, Mark W
    role:
      role term: author.
  name:
    name part: ProQuest (Firm)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: sz
    date issued: 2019
    edition: 5th ed.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  table of contents: 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.
  note: by Hans-Peter Deutsch, Mark W. Beinker.
  note: Electronic resource.
  subject:
    topic: Capital market
  subject:
    topic: Risk management
  subject:
    topic: Accounting
  subject:
    topic: Economics
  subject:
    topic: Corporations
    topic: Finance
  subject:
    topic: Investment banking
  subject:
    topic: Securities
  classification: HG6024.A3 D48 2019
  classification: 332.0415
  related item:
    title info:
      title: Finance and capital markets
  identifier: 9783030228996
  identifier: 3030228991
  identifier: 9783030228989
  identifier: com.springer.onix.9783030228996 Springer Nature
  identifier: https://ebookcentral.proquest.com/lib/tamucs/detail.action
  record info:
    record content source: NhCcYBP
    record creation date: 191008
    record change date: 20250816224101.1
    record identifier: in00004121770