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02099nam a2200385 a 4500 |
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EBC1681545 |
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MiAaPQ |
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20200520144314.0 |
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101118s2010 njua sb 001 0 eng d |
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|z 9789812838629
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|z 9812838627
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|a 9789812838636 (electronic bk.)
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|a (MiAaPQ)EBC1681545
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|a (Au-PeEL)EBL1681545
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|a (CaPaEBR)ebr10421995
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|a (CaONFJC)MIL275763
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|a (OCoLC)729020017
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG6024.A3
|b B45 2010
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| 100 |
1 |
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|a Bellalah, Mondher.
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| 245 |
1 |
0 |
|a Derivatives, risk management & value
|h [electronic resource] /
|c Mondher Bellalah.
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| 246 |
3 |
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|a Derivatives, risk management and value
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| 260 |
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|a Hackensack, N.J. :
|b World Scientific,
|c 2010.
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| 300 |
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|a xlv, 949 p. :
|b ill. (some col.)
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|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.
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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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| 650 |
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0 |
|a Derivative securities.
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| 650 |
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0 |
|a Financial risk management.
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| 650 |
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0 |
|a Value.
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| 655 |
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4 |
|a Electronic books.
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| 710 |
2 |
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|a ProQuest (Firm)
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| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1681545
|z Click to View
|
