书目详细信息
： Options: Basic theory, applications and extensions :
书目信息 机读格式(MARC)
| ISBN： | 9789812838629 (hbk.) : |
|---|---|
| ISBN： | 9812838627 (hbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 个人名称： | Bellalah, Mondher. |
| 题名： | Options: Basic theory, applications and extensions : From theory to the practice of derivatives / Mondher Bellalah. |
| 索书号： | F830.91/B436E |
| 出版发行项： | Singapore : World Scientific Publishing Co Pte Ltd : [distributor] Marston Book Services Ltd : [distributor] Central Book Services : [distributor] Central Book Services : [distributor] World Scientific Publishing Company, 2009. |
| 载体形态： | 900 p.: 25 cm |
| 一般附注： | Hardback. |
| 格式化内容附注： | Financial Markets and Financial Instruments: Basic Concepts and Strategies-- Pricing Derivatives and Their Underlying Assets in a Discrete-Time Setting-- Option Pricing in a Continuous-Time Setting: Basic Models, Extensions and Applications-- Mathematical Foundations of Option Pricing Models in a Continuous-Time Setting: Basic Concepts and Extensions-- Extensions of Option Pricing Theory to American Options and Interest Rate Instruments in a Continuous-Time Setting: Dividends, Coupons and Stochastic Interest Rates-- Generalization of Option Pricing Models and Stochastic Volatility-- Option Pricing Models and Numerical Analysis-- Exotic Derivatives. |