Exotic Derivatives and Risk: Theory, Extensions and Applications

ISBN-13: 9789812797476 / Angielski / Twarda / 2008 / 616 str.

Mondher Bellalah

Opis

Discusses the workings of financial markets and over-the-counter (OTC) markets, focusing on standard and complex derivatives. This book covers subjects, which range from the fundamental products in OTC markets, standard and exotic options, the concepts of value at risk, to credit derivatives and risk management.