TY  - BOOK
AU  - Bellalah,Mondher
ED  - ebrary, Inc.
TI  - Derivatives, risk management & value
AV  - HG6024.A3 B45 2010eb
PY  - 2010///
CY  - Hackensack, N.J.
PB  - World Scientific
KW  - Derivative securities
KW  - Financial risk management
KW  - Value
KW  - Electronic books
KW  - local
N1  - 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
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10421995
ER  -