01988nam a2200337 a 4500 ebr10421995 CaPaEBR m u cr cn||||||||| 101118s2010 njua sb 001 0 eng d 9789812838629 9812838627 9789812838636 (e-book) CaPaEBR CaPaEBR (OCoLC)671655921 HG6024.A3 B45 2010eb 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. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Derivative securities. Financial risk management. Value. Electronic books. local ebrary, Inc. http://site.ebrary.com/lib/rucke/Doc?id=10421995 An electronic book accessible through the World Wide Web; click to view 140197 140197