Derivatives, risk management & value
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hackensack, N.J. :
World Scientific,
2010.
|
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 020 | |z 9789812838636 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10421995 | ||
| 035 | |a (OCoLC)671655921 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b B45 2010eb |
| 100 | 1 | |a Bellalah, Mondher. | |
| 245 | 1 | 0 | |a Derivatives, risk management & value |h [electronic resource] / |c Mondher Bellalah. |
| 246 | 3 | |a Derivatives, risk management and value | |
| 260 | |a Hackensack, N.J. : |b World Scientific, |c 2010. | ||
| 300 | |a xlv, 949 p. : |b ill. (some col.) | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2010. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Value. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10421995 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 115711 |d 115711 | ||