An edition of Derivatives, risk management & value
(2010)
Derivatives, risk management & value
by Mondher Bellalah
Share
×Close
This edition doesn't have a description yet. Can you add one?
Publish Date
2010
Language
English
Check nearby libraries
Buy this book
Previews available in: English
| Edition | Availability |
|---|---|
1
Derivatives, risk management & value
2010, World Scientific, World Scientific Publishing Co Pte Ltd
electronic resource /
in English
9812838627 9789812838629
|
aaaa
|
Book Details
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.
Edition Notes
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?
| June 17, 2023 | Edited by ImportBot | import existing book |
| June 17, 2022 | Edited by ImportBot | import existing book |
| July 29, 2014 | Created by ImportBot | import new book |