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Overview of the Assumptions

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Derivatives and Internal Models

Part of the book series: Finance and Capital Markets Series ((FCMS))

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Abstract

To apply the common methods for pricing and risk management we need to make assumptions which are necessary for the construction of the associated models.

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Correspondence to Hans-Peter Deutsch .

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Deutsch, HP., Beinker, M.W. (2019). Overview of the Assumptions. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-030-22899-6_4

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  • DOI: https://doi.org/10.1007/978-3-030-22899-6_4

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  • Publisher Name: Palgrave Macmillan, Cham

  • Print ISBN: 978-3-030-22898-9

  • Online ISBN: 978-3-030-22899-6

  • eBook Packages: Economics and FinanceEconomics and Finance (R0)

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