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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Table of 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.