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[null,"1.","Record Nr.",null,"UNINA9910780896003321"]
[null,null,"Autore",null,"Bellalah Mondher"]
[null,null,"Titolo",null,"Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah"]
[null,null,"Pubbl/distr/stampa",null,"Hackensack, N.J., : World Scientific, 2010"]
[null,null,"ISBN",null,"1-282-75763-6"]
[{"$nulls":4},"9786612757631"]
[{"$nulls":4},"981-283-863-5"]
[null,null,"Descrizione fisica",null,"xlv, 949 p. : ill. (some col.)"]
[null,null,"Classificazione",null,"QK 660"]
[null,null,"Disciplina",null,"332.6457"]
[null,null,"Soggetti",null,"Derivative securities"]
[{"$nulls":4},"Financial risk management"]
[{"$nulls":4},"Value"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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."]