Exotic Derivatives and Risk: Theory, Extensions and Applications [Hardcover]

Mondher Bellalah (Author)

Book Description

Publication Date: November 2008 | ISBN-10: 9812797475 | ISBN-13: 978-9812797476 | Edition: First Edition

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.

Editorial Reviews

Review

Herein follows a remarkable volume, suitable as both a textbook and a reference book. Mondher Bellalah starts with an introduction to options and basic hedges built from specific options. He then presents an accessible account of the formulae used in valuing options ... Bellalah then proceeds to the main task of the volume, to show how to value an endless assortment of exotic options. --Harry M Markowitz, University of California, San Diego, 1990 Nobel Prize Laureate in Economics

Review

This book is well-organized, thoughtful and important to those interested in not only derivative theory but also its applications to solving practical problems.

See all Editorial Reviews

Product Details

• Hardcover: 600 pages
• Publisher: World Scientific Publishing Company; First Edition edition (November 2008)
• Language: English
• ISBN-10: 9812797475
• ISBN-13: 978-9812797476
• Product Dimensions: 1.5 x 6.2 x 9 inches
• Shipping Weight: 2.1 pounds (View shipping rates and policies)
• Amazon Best Sellers Rank: #1,722,591 in Books (See Top 100 in Books)

More About the Author

Discover books, learn about writers, read author blogs, and more.