Exotic derivatives and risk: theory, extensions and applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey [u.a.]
World Scientific
2009
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | XVI, 600 S. graph. Darst. |
| ISBN: | 9812797475 9789812797476 |
Internformat
MARC
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| 100 | 1 | |a Bellalah, Mondher |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Exotic derivatives and risk |b theory, extensions and applications |c Mondher Bellalah |
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2009 | |
| 300 | |a XVI, 600 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturangaben | ||
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Exotic options (Finance) | |
| 650 | 4 | |a Risk management | |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-017187793 | ||
Datensatz im Suchindex
| _version_ | 1804138714083885056 |
|---|---|
| adam_text | Contents
Foreword by Harry
M.
Markowitz
v
Foreword by James
J.
Heckman
vii
Foreword by George
M. Constantinides
ix
About the Author
xi
About Dubai Group
xiii
1.
Derivatives and Asset Pricing in a Discrete-Time
Setting: Basic Concepts and Strategies
1
2.
Option Pricing in Continuous-Time:
The Black-Scholes-Merton Theory and Its Extensions
74
3.
Exchange, Forward Start, Chooser Options
and Their Applications
131
4.
Rainbow Options and Their Applications
175
5.
Extendible Options and Their Applications
202
6.
Currency Translated Options, Hybrid Securities
and Their Applications
226
7.
Binaries, Barriers and Their Applications
267
8.
Lookback
Options, Double
Lookback
Options
and Their Applications
317
9.
Asian and Flexible Asian Options and Their Applications
348
xvi ■
Exotic
Derivatives
and Risk: Theory, Extensions and Applications
10.
Steps, Parisian and Static Hedging of Exotic Options
372
11.
Value at Risk: Basic Concepts and Applications in Risk
Management
403
12.
Credit Risk and Credit Valuation: The Basic Concepts
446
13.
Credit Derivatives: The Basic Concepts
484
14.
Default Risk and the Pricing of Corporate Bonds, Swaps
and Options
511
15.
Contingent Claims Analysis and Its Applications
in Corporate Finance: The Case of Real Options
541
16.
Extended Discounted Cash Flow Techniques and Real
Options Analysis within Information Uncertainty
550
17.
Option Pricing When the Underlying Asset
is Nonobservable
584
Index
597
|
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| id | DE-604.BV035383565 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:32:34Z |
| institution | BVB |
| isbn | 9812797475 9789812797476 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017187793 |
| oclc_num | 434745318 |
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| owner_facet | DE-355 DE-BY-UBR |
| physical | XVI, 600 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Bellalah, Mondher Verfasser aut Exotic derivatives and risk theory, extensions and applications Mondher Bellalah New Jersey [u.a.] World Scientific 2009 XVI, 600 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Derivative securities Exotic options (Finance) Risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017187793&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bellalah, Mondher Exotic derivatives and risk theory, extensions and applications Derivative securities Exotic options (Finance) Risk management Risikomanagement (DE-588)4121590-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4381572-8 |
| title | Exotic derivatives and risk theory, extensions and applications |
| title_auth | Exotic derivatives and risk theory, extensions and applications |
| title_exact_search | Exotic derivatives and risk theory, extensions and applications |
| title_full | Exotic derivatives and risk theory, extensions and applications Mondher Bellalah |
| title_fullStr | Exotic derivatives and risk theory, extensions and applications Mondher Bellalah |
| title_full_unstemmed | Exotic derivatives and risk theory, extensions and applications Mondher Bellalah |
| title_short | Exotic derivatives and risk |
| title_sort | exotic derivatives and risk theory extensions and applications |
| title_sub | theory, extensions and applications |
| topic | Derivative securities Exotic options (Finance) Risk management Risikomanagement (DE-588)4121590-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivative securities Exotic options (Finance) Risk management Risikomanagement Derivat Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017187793&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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