Derivatives, risk management & value

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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 and managing and monitoring portfolios of derivatives in real time.

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Title Statements

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

Summary

Edition Statements

Publication Date:2010.

Publication Statements

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

The Physical Object

Description:1 online resource (xlv, 949 pages) : : illustrations (some color)

Edition Identifiers

ISBN:9789812838636, 9812838635, 1282757636, 9781282757639, 9786612757631, 6612757639
oclc:ocn748608489
LC Classification:HG6024.A3
Dewey Decimal:332.6457

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.

Subjects

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