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010   $a1-282-75763-6
010   $a9786612757631
010   $a981-283-863-5
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100   $a20101118d2010      uy         0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aDerivatives, risk management & value /$fMondher Bellalah
205   $a1st ed.
210   $aHackensack, N.J. $cWorld Scientific$d2010
215   $axlv, 949 p. $cill. (some col.)
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a981-283-862-7 
320   $aIncludes bibliographical references and index.
327   $apt. 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.
330   $aCovers 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.
606   $aDerivative securities
606   $aFinancial risk management
606   $aValue
615  0$aDerivative securities.
615  0$aFinancial risk management.
615  0$aValue.
676   $a332.6457
686   $aQK 660$2rvk
700   $aBellalah$b Mondher$0614554
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910810616703321
996   $aDerivatives, risk management & value$94045172
997   $aUNINA