Derivatives, risk management & value [electronic resource] / Mondher Bellalah.

By: Contributor(s): Material type: BookBookPublication details: Hackensack, N.J. : World Scientific, 2010.Description: xlv, 949 p. : ill. (some col.)Other title:
  • Derivatives, risk management and value
Subject(s): Genre/Form: LOC classification:
  • HG6024.A3 B45 2010eb
Online resources:
Contents:
pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Date due Barcode
E-Books E-Books Main Library Available

Includes bibliographical references and index.

pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.

Powered by Koha