Derivatives, risk management & value / Mondher Bellalah.
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Year of Publication: | 2010 |
Language: | English |
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Physical Description: | xlv, 949 p. :; ill. (some col.) |
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Bellalah, Mondher. Derivatives, risk management & value [electronic resource] / Mondher Bellalah. Derivatives, risk management and value 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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. Derivative securities. Financial risk management. Value. Electronic books. ProQuest (Firm) https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1681545 Click to View |
language |
English |
format |
Electronic eBook |
author |
Bellalah, Mondher. |
spellingShingle |
Bellalah, Mondher. Derivatives, risk management & value 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. |
author_facet |
Bellalah, Mondher. ProQuest (Firm) ProQuest (Firm) |
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m b mb |
author2 |
ProQuest (Firm) |
author2_role |
TeilnehmendeR |
author_corporate |
ProQuest (Firm) |
author_sort |
Bellalah, Mondher. |
title |
Derivatives, risk management & value |
title_full |
Derivatives, risk management & value [electronic resource] / Mondher Bellalah. |
title_fullStr |
Derivatives, risk management & value [electronic resource] / Mondher Bellalah. |
title_full_unstemmed |
Derivatives, risk management & value [electronic resource] / Mondher Bellalah. |
title_auth |
Derivatives, risk management & value |
title_alt |
Derivatives, risk management and value |
title_new |
Derivatives, risk management & value |
title_sort |
derivatives, risk management & value |
publisher |
World Scientific, |
publishDate |
2010 |
physical |
xlv, 949 p. : ill. (some col.) |
contents |
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. |
isbn |
9789812838636 (electronic bk.) |
callnumber-first |
H - Social Science |
callnumber-subject |
HG - Finance |
callnumber-label |
HG6024 |
callnumber-sort |
HG 46024 A3 B45 42010 |
genre |
Electronic books. |
genre_facet |
Electronic books. |
url |
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1681545 |
illustrated |
Illustrated |
oclc_num |
729020017 |
work_keys_str_mv |
AT bellalahmondher derivativesriskmanagementvalue AT proquestfirm derivativesriskmanagementvalue AT bellalahmondher derivativesriskmanagementandvalue AT proquestfirm derivativesriskmanagementandvalue |
status_str |
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ids_txt_mv |
(MiAaPQ)5001681545 (Au-PeEL)EBL1681545 (CaPaEBR)ebr10421995 (CaONFJC)MIL275763 (OCoLC)729020017 |
is_hierarchy_title |
Derivatives, risk management & value |
author2_original_writing_str_mv |
noLinkedField |
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1792330778159349760 |
fullrecord |
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