Derivatives, risk management & value

by Bellalah, Mondher

Type Book
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This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic …

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Title Statements

  • Full title :Derivatives, risk management & value / Mondher Bellalah.

Summary

This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike.

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Edition Statements

  • Publication Date:2010.

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Hackensack, N.J
  • Language:eng
  • Publication Date:2010.

Notes

Titre de l'écran-titre (visionné le 8 août 2011).

TRAITEMENT SOMMAIRE.

The Physical Object

  • Description:1 online resource

Edition Identifiers

  • oclc:ocn748929355
  • LC Classification:HG6024.A3
  • Dewey Decimal:332.6457

Table of 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.

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Subjects

Derivative Securities Finances -- Gestion du risque Financial risk management Instruments dérivés (Finances) Livres électroniques Valeur Value value (economic concept)

Writers

Bellalah, Mondher

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