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Derivatives, risk management & value

by Bellalah, Mondher.
Additional authors: ebrary, Inc.
Published by : World Scientific, (Hackensack, N.J. :) Physical details: xlv, 949 p. : ill. (some col.)
Subject(s): Derivative securities. | Financial risk management. | Value. | Electronic books.
Year: 2010
Online resources:
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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.

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