Derivatives, risk management & value:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
c2010
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 This book 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, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike |
| Beschreibung: | 1 Online-Ressource (xlv, 949 p.) |
| ISBN: | 9789812838636 9812838635 9789812838629 9812838627 |
Internformat
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 500 | |a This book 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, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike | ||
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Bellalah, Mondher |
| author_facet | Bellalah, Mondher |
| author_role | aut |
| author_sort | Bellalah, Mondher |
| author_variant | m b mb |
| building | Verbundindex |
| bvnumber | BV042959083 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)671655921 (DE-599)BVBBV042959083 |
| dewey-full | 332.6457 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6457 |
| dewey-search | 332.6457 |
| dewey-sort | 3332.6457 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042959083 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:45Z |
| institution | BVB |
| isbn | 9789812838636 9812838635 9789812838629 9812838627 |
| language | English |
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| physical | 1 Online-Ressource (xlv, 949 p.) |
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| publishDate | 2010 |
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| spelling | Bellalah, Mondher Verfasser aut Derivatives, risk management & value Mondher Bellalah Derivatives, risk management and value Singapore World Scientific c2010 1 Online-Ressource (xlv, 949 p.) txt rdacontent c rdamedia cr rdacarrier 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 This book 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, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivat (Wertpapier) swd Risikomanagement swd Derivative securities fast Risk management fast Wirtschaft Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=340614 Aggregator Volltext |
| spellingShingle | Bellalah, Mondher Derivatives, risk management & value BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivat (Wertpapier) swd Risikomanagement swd Derivative securities fast Risk management fast Wirtschaft Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4121590-4 |
| title | Derivatives, risk management & value |
| title_alt | Derivatives, risk management and value |
| title_auth | Derivatives, risk management & value |
| title_exact_search | Derivatives, risk management & value |
| title_full | Derivatives, risk management & value Mondher Bellalah |
| title_fullStr | Derivatives, risk management & value Mondher Bellalah |
| title_full_unstemmed | Derivatives, risk management & value Mondher Bellalah |
| title_short | Derivatives, risk management & value |
| title_sort | derivatives risk management value |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivat (Wertpapier) swd Risikomanagement swd Derivative securities fast Risk management fast Wirtschaft Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Derivat (Wertpapier) Risikomanagement Derivative securities Risk management Wirtschaft Derivat Wertpapier |
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