Derivatives, risk management & value:

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...

Full description

Saved in:
Bibliographic Details
Main Author: Bellalah, Mondher (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c2010
Subjects:
Online Access:FHN01
Volltext
Summary: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
Physical Description:xlv, 949 p. ill. (some col.)
ISBN:9789812838636

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text