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Derivatives, risk management & value /

This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bellalah, Mondher
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific, ©2010.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Derivatives, risk management & value /  |c Mondher Bellalah. 
246 3 |a Derivatives, risk management and value 
260 |a Singapore ;  |a Hackensack, NJ :  |b World Scientific,  |c ©2010. 
300 |a 1 online resource (xlv, 949 pages) :  |b illustrations 
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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. 
520 |a This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike. 
588 0 |a Print version record. 
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650 0 |a Derivative securities. 
650 0 |a Risk management. 
650 6 |a Instruments dérivés (Finances) 
650 6 |a Gestion du risque. 
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