Exotic Derivatives And Risk: Theory, Extensions And Applications - Hardcover

Bellalah, Mondher

Hardcover

ISBN 10: 9812797475 ISBN 13: 9789812797476

Publisher: World Scientific Publishing Co Pte Ltd, 2008

Synopsis

This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives. The subjects covered range from the fundamental products in OTC markets, standard and exotic options, the concepts of value at risk, credit derivatives and risk management, to the applications of option pricing theory to real assets. To further elucidate these complex concepts and formulas, this book also explains in each chapter how theory and practice go hand-in-hand. This volume, a culmination of the author's 12 years of professional experience in the field of finance, derivative analysis and risk management, is a valuable guide for postgraduate students, academics and practitioners in the field of finance.

About this title

Review:

Mondher Bellalah offers a lucid and comprehensive introduction to the important field of modern asset pricing. He offers a step-by-step introduction to this evolving theory starting from its classical foundations. He takes the reader to the frontier by systematically building up the theory. His examples and intuition are splendid and the formal proofs are clearly stated and built on each other. I strongly recommend this book to anyone seeking to gain a deep understanding of the intricacies of asset pricing.

About this edition

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2008
• ISBN 10: 9812797475
• ISBN 13: 9789812797476
• Binding: Hardcover
• Number of pages: 616