Exotic derivatives and risk. Theory, extensions and applications. With foreword by Harry M. Markowitz.

zbMATH Open1169.91004MaRDI QIDQ3549429FDOQ3549429

Authors: Mondher Bellalah 

Publication date: 22 December 2008

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zbMATH Keywords

option pricingcredit riskdefault riskasset pricingderivativesAsian optionsdiscrete-time settingexoticlookbackcontinuous-time setting

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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• Equity derivatives. Corporate and institutional applications
• Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation
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• A minute with Giovanni Barone-Adesi
• The options: a tool to control the risk and to handle the uncertainty of the markets

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