02764nam 2200613 a 450 991078089600332120230725041512.01-282-75763-69786612757631981-283-863-5(CKB)2490000000001712(StDuBDS)AH24686207(SSID)ssj0000415680(PQKBManifestationID)12111782(PQKBTitleCode)TC0000415680(PQKBWorkID)10416544(PQKB)10307317(MiAaPQ)EBC1681545(WSP)00000642 (Au-PeEL)EBL1681545(CaPaEBR)ebr10421995(CaONFJC)MIL275763(OCoLC)729020017(EXLCZ)99249000000000171220101118d2010 uy 0engur|||||||||||txtccrDerivatives, risk management & value[electronic resource] /Mondher BellalahHackensack, N.J. World Scientific2010xlv, 949 p. ill. (some col.)Bibliographic Level Mode of Issuance: Monograph981-283-862-7 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.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 and managing and monitoring portfolios of derivatives in real time.Derivative securitiesFinancial risk managementValueDerivative securities.Financial risk management.Value.332.6457QK 660rvkBellalah Mondher614554MiAaPQMiAaPQMiAaPQBOOK9910780896003321Derivatives, risk management & value3787717UNINA