Deutsch, Hans-Peter; Beinker, Mark - 2019 - Fifth edition
-- 20. Credit Risk -- 21. Fundamentals -- 22. The Variance-Covariance Method -- 23. Simulation Methods -- 24. Example of a … derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of … quantification methods such as variance-covariance, historical simulation, Monte Carlo, hedge ratios, etc., including time series …
