Derivatives, risk management & value / Mondher Bellalah.
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| Year of Publication: | 2010 |
| Language: | English |
| Online Access: | |
| Physical Description: | xlv, 949 p. :; ill. (some col.) |
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| 020 | |z 9812838627 | ||
| 020 | |a 9789812838636 (electronic bk.) | ||
| 035 | |a (MiAaPQ)5001681545 | ||
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| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG6024.A3 |b B45 2010 | |
| 100 | 1 | |a Bellalah, Mondher. | |
| 245 | 1 | 0 | |a Derivatives, risk management & value |h [electronic resource] / |c Mondher Bellalah. |
| 246 | 3 | |a Derivatives, risk management and value | |
| 260 | |a Hackensack, N.J. : |b World Scientific, |c 2010. | ||
| 300 | |a xlv, 949 p. : |b ill. (some col.) | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Value. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1681545 |z Click to View |