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Derivatives, Risk Management and Value

Derivatives, Risk Management and Value

Hardcover

Investing & Finance

ISBN10: 9812838627
ISBN13: 9789812838629
Publisher: World Scientific Publishing Company
Published: Dec 30 2009
Pages: 996
Weight: 3.40
Height: 2.20 Width: 6.10 Depth: 9.10
Language: English
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.

Also from

Bellalah Mondher

Also in

Investing & Finance