An edition of Derivatives, risk management & value
(2010)
Derivatives, risk management & value
by Mondher Bellalah
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Publish Date
2010
Language
English
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| Edition | Availability |
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1
Derivatives, risk management & value
2010, World Scientific, World Scientific Publishing Co Pte Ltd
electronic resource /
in English
9812838627 9789812838629
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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.
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- Created July 29, 2014
- 5 revisions
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| March 28, 2025 | Edited by ImportBot | Redacting ocaids |
| June 17, 2023 | Edited by ImportBot | import existing book |
| June 17, 2022 | Edited by ImportBot | import existing book |
| May 15, 2020 | Edited by CoverBot | Added new cover |
| July 29, 2014 | Created by ImportBot | Imported from Internet Archive item record |