ISBN 13 : 978-9812797476

Sommaire : Contents

1.Derivatives and Asset Pricing in a Discrete-Time Setting: Basic Concepts and Strategies
2.Option Pricing in Continuous-Time: The Black-Scholes-Merton Theory and Its Extensions
3.Exchange, Forward Start, Chooser Options and Their Applications
4.Rainbow Options and Their Applications
5.Extendible Options and Their Applications
6.Currency Translated Options, Hybrid Securities and Their Applications
7.Binaries, Barriers and Their Applications
8.Lookback Options, Double Lookback Options and Their Applications
9.Asian and Flexible Asian Options and Their Applications
10.Steps, Parisian and Static Hedging of Exotic Options
11.Value at Risk: Basic Concepts and Applications in Risk Management
12.Credit Risk and Credit Valuation: The Basic Concepts
13.Credit Derivatives: The Basic Concepts
14.Default Risk and the Pricing of Corporate Bonds, Swaps and Options
15.Contingent Claims Analysis and Its Applications in Corporate Finance: The Case of Real Options
16.Extended Discounted Cash Flow Techniques and Real Options Analysis within Information Uncertainty
17.Option Pricing When the Underlying Asset is Non-observable.

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque