Derivatives, risk management & value
Bellalah, Mondher.
Derivatives, risk management & value [electronic resource] / Derivatives, risk management and value Mondher Bellalah. - Hackensack, N.J. : World Scientific, 2010. - xlv, 949 p. : ill. (some col.)
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.
Derivative securities.
Financial risk management.
Value.
Electronic books.
HG6024.A3 / B45 2010eb
Derivatives, risk management & value [electronic resource] / Derivatives, risk management and value Mondher Bellalah. - Hackensack, N.J. : World Scientific, 2010. - xlv, 949 p. : ill. (some col.)
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.
Derivative securities.
Financial risk management.
Value.
Electronic books.
HG6024.A3 / B45 2010eb