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

MaRDI QIDQ3549429zbMATH OpenFDO

Authors Mondher Bellalah

Publication date 22 December 2008

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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Cited in

(5)

• Equity derivatives. Corporate and institutional applications
• Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation
• Credit risk management for derivatives. Post-crisis metrics for end-users
• 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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