Derivatives, risk management & value
By: Mondher Bellalah
Contributors: ebrary, Inc
Publisher: World Scientific; World Scientific Publishing Co Pte Ltd
Published: 2010
Place of publication: Hackensack, N.J
Language: eng
Format: [electronic resource] /
ISBN-13: 9789812838629; 9789812838636
Subjects: Derivative securities; Financial risk management; Value
Other titles: Derivatives, risk management and value
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.
Table of contents: title: pt. 1. Financial markets and financial instruments : basic concepts and strategies; title: pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting; title: pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications; title: pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions; title: 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; title: pt. 6. Generalization of option pricing models and stochastic volatility; title: pt. 7. Option pricing models and numerical analysis; title: pt. 8. Exotic derivatives.