Exotic derivatives and risk: theory, extensions and applications
Auteur :
Bellalah, Mondher
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812797476
Date de publication :
10 nov. 2008
Langue :
Anglais
Pays d'origine :
Singapour
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.