The Resource Derivatives, risk management & value, Mondher Bellalah

Derivatives, risk management & value, Mondher Bellalah

Label
Derivatives, risk management & value
Title
Derivatives, risk management & value
Statement of responsibility
Mondher Bellalah
Title variation
Derivatives, risk management and value
Creator
Subject
Language
eng
Cataloging source
YDXCP
Dewey number
332.6457
Index
no index present
Literary form
non fiction
Label
Derivatives, risk management & value, Mondher Bellalah
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Control code
ocn671655921
Dimensions
unknown
Extent
1 online resource (xlv, 949 pages)
File format
unknown
Form of item
online
Isbn
9789812838636
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b35820640
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)671655921
  • pebcs9812838635

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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