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Exotic Derivatives and Risk - 9789812797476

Un libro in lingua di Mondher Bellalah edito da World Scientific Pub Co Inc, 2009

  • € 148.80
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Exotic financial instruments now define modern capital markets. This work offers an introduction to modern asset pricing, covering principles of derivatives pricing and hedging, and theory and practice of financial markets and over-the-counter (OTC) markets. Focus is on standard and complex derivatives. The book begins with an introduction to options and basic hedges built from specific options. This account includes historically important formulae as well as current results. The book then shows how to value a variety of exotic options, fixed-income options, corporate claims, credit derivatives, and real options. It can be used as a text/reference for postgraduate students, academics, and practitioners in finance. Bellalah is affiliated with the University of Cergy-Pontoise, France, and the Dubai Group. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com)

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