by
Bellalah, Mondher.
Call Number
332.6457 22
Publication Date
2010
Summary
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.
Format:
Electronic Resources
Relevance:
134473.6094
by
Fong, H. Gifford.
Call Number
332.6 22
Publication Date
2006
Format:
Electronic Resources
Relevance:
126778.0938
View Other Search Results
by
Fong, H. Gifford.
Call Number
332.6 WOR
Publication Date
2006
Summary
"In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C. Merton and Harry M. Markowitz addresses the important issues arising in the practice of risk management. A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations."--BOOK JACKET.
Format:
Books
Relevance:
126778.0000
by
Dempster, M. A. H. (Michael Alan Howarth), 1938-
Call Number
658.155 22
Publication Date
2002
Summary
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
Format:
Electronic Resources
Relevance:
105479.0547
Limit Search Results
Narrowed by: