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Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910455583003321 |
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910780896003321 |
|
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910810616703321 |
|
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||