‧作者:Mondher Bellalah 著

‧出版社:World Scientific Publishing Company

‧出版年:January 28, 2009

‧ISBN:978-9812797476

‧索書號:HG6024.A3 B435 2009

‧登錄號:E003257


【內容簡介】

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