Derivatives, risk management & value

by Bellalah, Mondher

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Title Statements

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

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:xlv, 949 p. : : ill. (some col.)

Edition Identifiers

ISBN:9789812838636, 9812838635
oclc:on1261966099
LC Classification:HG6024.A3

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.